Do you mean that you can't enable UPnP within your router, or when you got to LW's firewall config page, there was no option for using UPnP?
How did you have your router set up previously (UPnP enabled, port forwarded or neither)?
If the test doesn't work, it means that LW's default port is blocked.
You could try changing to a higher port, one in the range of 49152-65535.
Tools > options > advanced > firewall config will get you to the page where you can change the listening port. If you change listening port, you'll also have to change port numbers allowed through your software firewall & connection ports if you're running with port forwarding or UPnP enbled within your router.
It might be easier if you could give us a few details, it's pretty hard to help without knowing anything about your setup!! You'll see the info we need within the connection problems sticky:wink: