That means you have some form of firewall blocking LW's access. Which OS version do you have (if it's XP which service pack do you have.) What type of known firewall do you have? Do you use a router? Do you connect via a school's network, at home or at work? Have a careful list at the following web page link:
http://www.limewire.com/english/content/firewalls.shtml This will explain how to allow LW access to those types of firewall mentioned there. Fundamentally you need to allow a port for LW to access & you need to give LW & Java (2 java files) access/permission thru the firewall.