Well, they might be configurated to let the two programs pass, but since you haven't answered that question of mine so far, it's hard to predict. However, the brickwall indicates a firewall. Whether the firewall is the one in the router or the built-in of XP, we have to figure out.....
Just read through the thread and try the suggestions there (maybe portforwarding might be necessary ). By the way do you have UPnP enabled (in LW and in the router?)

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