You are detecting a firewall somewhere. From your details, it suggests possibly your isp.

Don't disable your XP firewall. Instead, configure it as described here Firewall configuration instructions (click on link)

Set LW for manual connect. Go to LW's menu bar, Tools>Options>Connect & choose manual connect. Then close LW. Open, leave a few minutes, then go to file menu, choose Connect. Give it plenty of time to try to connect. Up to over half an hour. Tools>Options>Advanced>Firewalls .. make sure UPnP is selected. I 'think' that works best for dial up.

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