With windows XP you have 2 firewalls (XP & macafee). Just double-check you have set them up correctly to allow both LW & Java full access: http://www.limewire.com/english/content/firewalls.shtml

ALso can you tell us these things:
* Connection type,

* Modem & router brand name & model numbers,

* Where are you trying to connect from (home, school, work, etc.)?

High speed modems often also have their own internal firewall or NAT.