If you're connecting from work, you might find that the company has an anti-p2p policy & won't let you connect. Lots of employers do this just because they don't want employees sharing (often inadvertantly) sensitive files. You're really going to have to talk to admin & find out what the policy is. I'd also ask them if they've recently blocked anything.

I'm a bit confused re your firewalls. You've got a Cisco firewall but you said that you don't utilise this utility when accessing LW... do you turn off the Cisco firewall before you open LW?
You'll run into problems if you're using 2 software firewalls, they'll just interfere with each other. So, if you're going to run the Cisco firewall, turn the XP one off.

Do you see any green connection bars at all? Did you do that port test? If the test doesn't work, it means that LW's default port is blocked.