I suspect your router is the problem. Log into it be typing this in your browser http://192.168.2.1 & check your options. See if you can find UPnP (Universal Plug & Play) anywhere in the settings. It might be in the advanced settings at a guess. If you can find it, enable it, save settings, reboot router if necessary, then reopen LW.

If your router doesn't have UPnP abilities, then you'll probably need to manually port forward. The steps are 1. Set up a Static ip (very important), 2. Forward a port (LW uses port 6346 by default), instructions to step 1 & 2 here Port forward instructions for your modem (click on link) Don't forget to save settings & reboot device if necessary.
Step 3 is within LW, follow these directions Manual port forward instructions & sample image

ReOpen LW after you have done this.