What port is LW listening on? To find out go tools > options > advanced > firewall config...you'll see the listening port. Now check what port FW's listening on... is it a much higher port? If LW's default port's blocked (if the 6346 test doesn't work, it means the port is blocked), try changing to a higher port. Try something in the range of 49152 - 65535.

If you're going to change port numbers, you'll have to change the listening port number on the firewall config page plus any port numbers allowed through your XP firewall