When you click on the Direct Connect tab (below Keyword), you'll see your IP followed by a colon, then the LW port number.
If you don't see your IP there, you probably have a firewall blocking (do you see the brick wall firewall icon?). For direct connect to work, both of you should not be firewalled.
Some info about using direct connect
Direct connect

You can also go here to find out your IP
http://www.whatismyipaddress.com/