Tiscali. Ouch.

Search the forum for Tiscali & you'll see a lot of people are in the same boat.

can't connect between 5pm-11pm
Tiscali blocking Limewire
Limewire working perfectly - now not at all !!

I have found a solution to getting Limewire to work with Tiscali

Is LW not connecting at all, or is it just the firewall icon that's bothering you?

Have a look through those threads. See if the solution works for you. You'll also find more info about changing ports within a couple of threads. Changing to a higher port has allowed a couple of people to connect

I don't think that your modem has an internal firewall. Are you using a router as well? Just double check the config of your Windows firewall.