halfcent,
Is your LW not connected at all, or is it just that you're seeing the firewall icon?

Have you made sure that LW's allowed thru the Vista firewall?
Your router has a firewall...see if port forwarding helps. Here are the instructions for your router.
http://www.portforward.com/english/r...GR614index.htm

Don't forget to set up a static IP address first. Also remember that LW's listening port, port in the 'manual port forward' box & port forwarded thru a router must all be the same number

Let us know if that helps at all.