Afaik NAV doesn't have a firewall. Check your computer to make sure. If you did have a Norton firewall, you'd have to disable the XP firewall as the 2 would conflict.

Double check your XP firewall config
Firewall setup

Looks like something's blocking LW's default port. Try changing to another port, one in the range of 49152 - 65535 (say 64049). Within LW go tools > options > advanced > firewall config. Change LW's listening port here. Then apply > ok.

That Linksys device...are there any other model numbers on it? Google has no info for it