Thanks LOTR.
I've tried setting "Listen on Port" to numbers between 49152 - 65535 (eg 55000). Limewire still works fine with the changed port when I set "no proxy" but stops working when I change it to "HTTP proxy:localhost:8118".
I also removed Limewire Pro and installed Limewire Classic and got the same result.
Limewire doesn't have Socks4a so I guess that means I can't connect directly to TOR (rather than Privoxy) with localhost:9050 (it doesn't work with SOCKS4 or 5)
I gather I'm obliged to use HTTP proxy:localhost:8118 as that's what Privoxy is looking for. My own knowledge of Tor-Privoxy is pretty limited, just what I know from reading their sites:
http://tor.eff.org/ and
http://www.privoxy.org/
Thanks!