You can direct connect, providing that neither of you are firewalled. Check below for more info & if you use the forum search to look for direct connect, you'll find more threads. Remember to enable chat, it helps when direct connecting.
http://www.gnutellaforums.com/showpo...63&postcount=3

Do you see a brick wall in front of the globe at the bottom of LW's interface? If either of you are firewalled, direct connect won't work. For more info about firewall issues & ways to fix, have a read through the sticky below
Connection problems? Check here first!

If you're stuck, post back with your details.
System details - help us to help you