The brickwall means that LW has detected a firewall. This might either be the built-in firewall from XP (if that's your OS) or any other from programs you've installed (i.e. Norton Security, etc.) or even from a NAT firewall in your router (if that's the way you connect to the internet).
Please read here on how to configurate the firewalls mention above allowing LW to get through:
( Connection problems -click first )
http://www.gnutellaforums.com/showthread.php?t=51361 