I have had the same situation as others with the firewall blocking connections. I too have been using LW for a long time, and until now, I haven't had any problems with this firewall issue.
Here are the details:

Windows xp sp2
McAfee Internet Security
1.5 G Ram
65G hard disk space available
DSL Connection
Router: Speedstream 5100
Connection from: Home
LW ver: 4.12.11 Pro
Java ver: 1.5.2_06
ISP: ATT/YAHOO
"YOUR TEST WORKED"-----did that and this is the message
Not sharing
Experienced LW user
Brickwall present in front of the blue world
Not sure if prot forwarding or UPnP enabled.