Genealogical message boards are among my favorite Luxembourger genealogy resources. I've already written one post on the subject, which you can read here. It's common for Luxembourgers of the same surname to share an ancestor. Often all it will take for you to find new hints is to find someone with the same last name. A search of surname or location message board will usually point you in the right direction. Look for messages with some of your surnames or genealogical information. You can always post your own.
There are two major genealogy message boards: Ancestry.com (Rootsweb uses the same message boards) and Genforum.Genealogy.com...but a competitor is rising from the wings. The New England Historic Genealogical Society has established a discussion board at http://www.americanancestors.org/discussions.aspx. It's just getting started, but you may be able to get more attention than you would otherwise. If you're a member, you can easily access these discussion boards. If not, I believe it is accessible as part of the free account registration. To register for American Ancestors, visit http://www.americanancestors.org/Free/.