Make sure you shut off all of the Windows firewalls when using the Lynx software with XP.
Turn them off in both the outer level with Control Panel and the inner level with TCP/IP

you should also be aware that some new computers (like Dell, etc.) also come pre-configured with 3rd party "security" software like McAfee Security Center --which has it's own firewall as well as virus scanner. This firewall should also be disabled as well.