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Be aware that almost all wireless devices have internal NAT firewalls. So ... question is whether your wireless setup has reliable UPnP support, if not then port forwarding may be the best solution.
If you're using Norton Firewall, then make sure XP firewall is turned off. These 2 tend to clash & have side effects. Also for Norton, if you install a new version of LW then you may need to reconfigure Norton. Norton seems to have that odd problem. Here's 2 links you should look through (1)
Configuring Norton Internet Security, & also (2)
Reconfiguring Norton Firewall