SueBQ (catchy nic!)--the firewall icon is bricked by default, whether or not you actually have a firewall. Once LW connects, LW checks with the connected hosts whether you actually have a firewall in place. So, if you aren't getting connected, the brickwall will show.

You check for the OS X firewall in the System Preferences, in Sharing. You will probably find that the firewall is already off.

Are you actually connected? Turn on LW's Connections View to see the situation. If nothing shows, or lists of numbers are repeatedly attempting to connect, the problem probably is not related to the Firewall.

Try replacing the gnutella.net file while LW is quit, and see if that helps. Instructions can be found at LimeWire Forums and elsewhere.