Adogg26,
Is your connection ok? Follow the advice here
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dewthedrew,
Go through this thread, it has heaps of info about connection problems
Connection problems? Check here first!
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