Double check your XP firewall config & make sure LW's allowed.
Firewall setup
In LW, click on File > disconnect. Wait a couple of mins then File > connect.
Why can't you provide your modem/router details? The brand & model should be written on the router. if your router has an internal firewall, that could have something to do with your connection problem. But how would we know, unless we know what device you're using??