Double check the XP firewall config.
Firewall setup
If your router supports UPnP, enable it within the router & then choose the UPnP option within LW's tools > options > advanced > firewall config.
Otherwise you can try port forwarding. Does your router have another number on it (eg F5******)? If you can find your router on the list here, you'll find step by step instructions for port forwarding.
http://www.portforward.com/english/r...outerindex.htm
Don't forget to set up a static IP if that's part of the instructions. In the end, all port numbers must be the same (LW's listening port, port in the 'manual port forward' box, port forwarded within a router).