Do you have the XP firewall disabled? XP's firewall will conflict with Norton's firewall & so it should be disabled.

I can't find any info about your modem having an internal firewall but most do. I think your modem supports UPnP, have you enabled it & chosen that option within LW's tools > options > advanced > firewall config? If not, try it & see.

Do you have a router as well? If you do, we'll need to know the brand & model.

Like I said before, can't find any info about an internal firewall within your modem or any info about port forwarding for the device. Have a look in your manual & see if you can find anything out.