Yes it does have to do with firewalls.

When initially installing LimeWire and never having run the Java Web Start console, javaw.exe will not have permission to run which will prevent LimeWire from working.

Please Note: You are right, you don't need to have the Java Web Start console running, but you MUST run it at least once to make sure your firewall recognizes the javaw.exe file.

This might not be a problem for every firewall, but it was when I used Windows XP with ZoneAlarm/ZoneAlarm Pro.

Dan