Okay, follow the link here and check on the first link in this thread and also the sixth link.
Do as advised there, especially in regard to configurating your firewall. Also consider changing the listening port to a higher range, lets say 64049 or 47058.
LW sometimes need quite some time to adapt the changes (i.e. until the brickwall disappears in front of the small globe in the bottom left corner) Can be anything from2 -60 minutes.
So be patient...
http://www.gnutellaforums.com/showthread.php?t=51361