You're right, there is a problem with that page. I'll notify the appropriate people.
The brick wall is not healthy for LW. It means an unconfigured firewall. A properly configured firewall allows LW but stops everything else. Similar is true for port forwarding. It means that whilst LW is open that port is open also. But all other ports are closed.
But all the same you can make sure you're properly protected with your normal antivirus, antispyware, etc. utilities. Also if you're interested is
Peerguardian (FREE). If you'd like to see what we recommend, see
WARNING: Viruses on network you should be aware of! (click on link)