Hi Addrienne,
Could you describe your set up:

OS (Win XP, 2000 etc)
LW & Java version (help > about LW & it will tell you)
Connection type (ADSL, dial-up etc)
Firewalls you have running
Where you connect from (home, work etc)
Modem/router brand & model
ISP
Is this your 1st try at using LW

You said you'd configured your firewall already. Go to
http://www3.limewire.com:6346
Did the test work?