Are you using any other firewalls other than the XP firewall? For the most common firewalls here's the instructions for allowing Limewire (LW) access:
http://www.limewire.com/english/content/firewalls.shtml
Also can you tell us the type of connection you have? What brand name & model of modem & router do you have? Have you installed SP2? Please don't, you don't need it!
First update your Java:
Java 1.4.2 (click on link)
& then update to LW 4.2.4 :
LIMEWIRE BASIC v. 4.2.4 (choose english installer only) But install Java update 1st!!!