If you do not see a brickwall in front of the small globe in the left bottom corner, then your problem might come from a license problem. Read here:
http://www.gnutellaforums.com/showth...176#post154176
However, if you see said brickwall, it means that LW has detected a firewall which you have to configurate. Read here (Connection Problems - click first):
http://www.gnutellaforums.com/showthread.php?t=51361