Show TCP and UDP state somewhere in status bar. Something like "TCP:OK UDP:OK" or "Firewall" (rude examples). And when user click there, dialog appear and explain what have caused this situation" and so on.
So there will be no more questions like "why it always pending" or "why it so slow" or "should i use LW" or "where is connection test"
PS. devs can borrow some code, they know where