I can tell you from experience on these forums & personal experience that Belkin routers are not 100% reliable in UPnP mode. Although mine connects fine, after running for a day or so, I get firewall issue showing.
For others, the best answer has generally been to port forward the device. This is always more reliable than UPnP in any case because it's a predefined router setting after you have made the setting so is not affected by LW being busy.

If you would like direct instructions on how to do this, find the exact model number of the belkin & post back here. Are you using windows 2000, XP or Vista? This also makes a difference for the next step.