It means you need to open Limewire's listening port in your firewall, probably Router firewall. If using UPnP doesn't work for that, then you need to portforward.

try here: PortForward.com - Free Help Setting up Your Router or Firewall it should explain a lot.

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Limewire 4.12.3 / Newest Phex / Newest Azureus

I recommend using either an old Limewire version without BitTorrent support or Phex for Gnutella, Azureus is BitTorrent. None of this Limewire Gnutellatorrent hybrid crap.