You need to read through this. All of it.
Connection problems? Check here first!

Make sure that you're only running 1 firewall & that it's set up to allow LW access. Do the port 6346 test & see what reslut you get. Do you see the firewall icon (brick wall)? 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