Check that you only have 1 software firewall running & that it's allowing LW. Try removing all LW rules from your firewall config & then adding new rules.
There are lots of fixes here:
If LW Will Not Connect
Start off by deleting LW's preferences folder when LW's properly closed. If that doesn't work, delete your gnutella.net file. Next fix to try would be replacing gnutella.net. Otherwise, try all the fixes there.
If nothing helps, please post back with your system details.