When LW is open, open LW's prefs (⌘ ,) & go to Bug report & click for an example. In the window that appears scroll down to the part that says: "Recieved incoming this session". If it says ‘True’ then LW has no problem with firewalls, but if 'False' it does have a problem for some reason. BTW you'll find this about half-way down.

Also, go to LW's Library window & click on your shared folder. Look to the far right columns & see under hits & Uploads. If hits, then people are finding your files. If uploads then people are uploading them. Perhaps not whilst you noticed however.