My LW's a bit possessed too... changes it's listening port sometimes

What are your details?

OS(Win XP etc)
LW & Java version (help > about LW & you'll see)
Firewall you're using
Modem/router brand & model
ISP
Connection type (DSL etc)
Where you connect from (home, school etc)
Are you sharing a connection with other computers
Is this your first try with LW

How have you got your firewall config (within LW's options) set... are you using UPnP or port forwarding?