Best idea is to look at this thread: Connection problems? Check here first! (click on link)
What you need to be sure of is have only one software firewall active & make sure it's configured to allow LW full access. If you have a high speed modem or router, make sure UPnP is enabled. If it doesn't support UPnP, then forward a port. See above link.

The same is true for games. They usually require many ports to be opened not only one. If the games or your connection device don't support UPnP, then forwarding (opening) ports required for those games is the way to go. But you'll need to find out which ports they use.