Well only one firewall should be active for any user. Windows & most other firewalls will clash, resulting in less security, not more. Also other side effects.
My first thought is always to ensure each account's LW is using different connection & listening ports. Modems/routers will reserve one port per application & user on any network. So if they were at any stage using same port, try rebooting the computer. Also, go to LW's menu bar, File -> Disconnect, wait several mins, then file menu -> Connect.
Also try these options:
http://www.gnutellaforums.com/connec...t-connect.html 
Disabling performance options, also OOB Searching (under Speed options) can help connect.

Remember to set to connect manually, not automatically.