One green bar only means your LW is not connected to the gnutella network.

OSX does have its own firewall. Depends upon how you have it set; OSX Firewall settings for Tiger/Leopard; you can set it to allow all programs or specific programs.

For LW 4.16 you may need a fresh connection cache: If LW 4 Will Not Connect (click on the blue link); check other suggestions to try on that page also.

If still problems it might be related to your wireless set up & router.