But it's not a good idea to run 2 software firewalls at once - chances are that they'll conflict with each other & neither one will work properly.
Can we have 2 Firewall - SWI Forums
Multiple Firewalls - dslreports.com
Disable the Vista firewall & then try reconfiguring McAfee's firewall... remove all LW rules & then add them from scratch.

Have you been through the fixes in this thread below?
If LW Will Not Connect

First thing to try is deleting/replacing the gnutella.net file. Next thing to try is deleting LW's preferences folder. If that's no help then go through the other fixes.

When you say "checking upnp enabled and port forwarding for my router" do you mean that you have just tried ticking the boxes within LW's options, or have you actually set up port forwarding (and first having set up a static IP address for your computer) within your router's config? It's just that some people get confused between having port forwarding set up for their router & just having the box ticked within LW's options

If none of the fixes in the help thread work & you need help with setting up port forwarding for your router, check out this link: Port Forwarding for the Netgear WPN824v2
Those instructions have a link for how to set up a static IP address - you'll need to do that before port forwarding.
LW's listening port, port in the 'manual port forward' box & port forwarded within your router's config must all be the same number