Did you configure the XP firewall?
Since you're seeing the firewall icon... your router supports UPnP so try enabling it & then choosing 'Use UPnP' within LW's tools > options > advanced > firewall config. Apply to save the change.
Your router does have an internal firewall but I can't find any instructions for how to set up port forwarding for this router. There are several other PTI routers listed with portforward.com here
http://www.portforward.com/english/r...outerindex.htm
Perhaps you could find out whether the instructions for any of these other routers could be used to port forward your model? If you contact PTI support, someone should be able to help you