firstly...you asked for this one...I mean really, you cant be that good if you can't figure this one out...

you make no mention of what firewall you have, nor what client...

because you refer to direct connect, I assume its LW...

go into the options, advanced, and choose to allow UPnP to allow LimeWire to best configure itself to work with your firewall...you are also going to have to configure your wall to allow LW to communicate through it correctly