How did you just dwnld & install such an earlier version? We're up to version 4 not 3. Best suggestion I can think of is to upgrade your Java to the most recent version 1stly, & then make sure you have plenty of files to share.
Also do this test: When LW is open, click Tools-Options & go to Bug report & click for an example. In the window that appears scroll down to the part that says: "Received incoming this session". If it says 'true' then LW has no problem with firewalls, if 'false' then you have a problem with firewalls! Please tell us what you found.