1. Is your OSX firewall enabled? If yes, did you set it up to allow LW? See
OSX Firewall settings for Tiger
2. What brand & model of modem/router are you using? The problem may be related to this (many high speed modems & routers have internal NAT firewalls.)
3. Who is your ISP (internet service provider)?
4. Is your XP pc still using LW ok?