there are a few reasons but the first one to look at is are you in fact connected to the network. There are coloured bars at the bottom left corner and they should all be blue or green if they are red you are not connected. You will not be connected imediately you switch limewire on, it can take several minutes. If you search to early you should get an error message, something like"waiting for stable connection". Best to leave LW on for 10-20 minutes before starting a search.

If this does not help have a read of the manual http://www.limewire.com/english/content/userguide.shtml and check you have done everything right and if you give up come back and some one will get you up and running