Do you get 3 green bars? If it's properly connected to the gnutella network then 3 green bars is a healthy sign. Do you see a brick wall in front of the blue world icon at the bottom of LW's interface? If yes, then you have a firewall issue.

What type of connection do you have? And what brand & model of modem/router are you using? And where are you connecting from (work, school, home)?