Abarceo
You say your LW is firewalled, so its not "Direct Connection" your after but
"Port Forwarding". Once you have port forwarded your modem then the firewall will disappear.
This URL will tell you how to Port Forward your modem:
Port Forwarding for the Thomson/Alcatel SpeedTouch 585i
OK, I have also attached a screen print of my port forwarded configuration screen.
That should be all you need to get LW working with your modem.
UK Bob
PS. I did not use a static IP address to get port forwarding to work, if you check my previous post you will see that my IP configuration with XP is set to receive any address my ISP sends.