Hi Rose
peerguardian prevents snooping on your PC by blocking known hackers and anti p2p companies.
read the instructions with peerguardian, let it update, especially the P2P list
once the program is running it will only block "bad" IP's known to cause problems for music/ file sharing programs. The default for the program is that when you close the main screen of peerguardian it will minimise to your system tray..... you should be able to see it there (running in background)
you may also want to consider re-installing LW as that process may fix your connection issue if your problem is related to open ports etc.