1. eek! sorry for my response ... but any linksys that has the 54 in its model number potentially has problems. AFAIK there's a firmware issue with those types. See wrt54g note under the UPnP section (2nd section) here:
Connection problems? Check here first! (click on link)
2. I presume you have XP firewall right? Did you configure it to allow LW/Gnutella/ If not, see the link above (1st section.)
3. You may be interested in the SP2 patches (self-explanatory):
MS & 3rd party patches
4. Which mode are you running LW in?: UPnP or Manual Port Forward or Nothing ... under the LW's menu bar, Tools>Options>Advanced>Firewalls