Linksys routers usually use UPnP. The question is whether your model does or not. Do you know? If it doesn't then you may need to forward a port. See if you can find out about this. I just googled & found this:
http://www.dslreports.com/forum/remark,11331295
& I suppose this:
http://www.smallnetbuilder.com/Secti...le21-page4.php
Did you configure your firewall so it allows LW full access (advisable not to have 2 active firewalls b/c they can interfere with each other); config instructions:
Firewall configuration instructions
Do this simple test for us. Using your browser go here:
http://www3.limewire.com:6346/ The page should say 'Your test worked!'. What happens when you go there?
When you open LW, leave it for 20-30 mins to see if it will connect.