Try the advice in the thread below. Start off by deleting LW's preferences folder. Have you been able to connect in the past with that version of Java? Quite a few people have had problems with the Java version that you have, so try one of the other Javas mentioned in this thread.
http://www.gnutellaforums.com/connec...t-fix-try.html

Because you have Vista, things are a bit different to XP when finding the preferences folder & other files/folders within Application Data. This thread should help with that: http://www.gnutellaforums.com/genera...der-vista.html

Rather than turning off the windows firewall, just make sure that it's configured to allow LW