Don't run 2 software firewalls together...they'll conflict with each other & you could end up with less protection. You only need 1. Turn off the Windows firewall & then make sure that the McAfee firewall's allowing LW. This link has more info: Port Forwarding for the McAfee Security Center

Your modem/router: What box(es) plug into your computer & let you connect to the net. Probably a box with several lights on it. If you have a wireless connection, the modem/router might be in another room. If no info is showing on top of the device - have a look underneath

Your ISP is the company that you pay for access to the net (eg Virgin, Tiscali, AOL, NTL).

Have you tried using LW at different times of day? Sometimes, ISPs limit download speed during their peak hours. If you can, try connecting after midnight & see if anything changes.