If you have a Norton firewall (ask your Dad if you're not sure), turn off the windows firewall & configure the Norton to allow LW.
PortForward.com - Free Help Setting up Your Router or Firewall

Try this earlier version of Java. Use the JRE offline installer & remove your current Java before you install this version.
Archive: Download Java 2 Platform Standard Edition (J2SE) 5.0 Update 11

That router does have a firewall, but I can't find any instructions for port forwarding. I can't even download the user guide to check Have a look at the manual that came with the router...see if there are any instructions. You could also have a look at some of the Zonet models here. Check the instructions & see if anything looks similar to your router.
PortForward.com - Free Help Setting up Your Router or Firewall