First of all, just double check that your Norton firewall's configured properly.
Read through the sticky below, there's a lot of info & advice for firewall problems.
Connection problems? Check here first!
LW might be detecting a firewall from within your modem/router. The sections in that sticky about enabling UPnP & port forwarding have info about this.
If you're stuck, post back here with all your system details. Post #2 of the sticky tells you what info we need. If you can answer those questions, we'll have more idea of how to help you