It might be due to the hotel or hotel's ISP. But in case it's not, configure your XP firewall according to this (advisable not to have 2 active firewalls b/c they can interfere with each other); Firewall configuration instructions (click on link) 'If' you have a modem/router, see Connection problems? Check here first!

In case it is the isp/hotel blocking ports, try another port. Go to LW's menu, Tools>Options>Advanced>Firewall & change setting from UPnP to Manual Port forwarding & change the no. to another. You should also change the Listening port to the same. Here's some ports to try: 64049, 1111, 80, 3500, 4008, 1203, 10000, 15189, 20282, 22817, 443, 427, 34599, 40475, 49152.

After changing the port, go to File menu, File>Disconnect. Wait a minute, then select File>Connect. Give each port at least 15 mins to try to connect. Do this for each one. This is whilst you're at your hotel. Otherwise you would probably be better returning to UPnP setting.

When I change the port in LW I should be changing it in Network Connections, right?

If you change the port in LW you should also adjust your firewall to replicate the change.

For LW, see Manual port forward instructions & sample image but change the port number for both listening & connection port.
BTW you can try any of the free-range ports between 49152 - 65535. Others depend on their allocation & purpose.

Network connections ... I'm not sure. I don't know if this is required.