Is your XP firewall disabled? If yes, then the reason for the firewall warning must be your 2wire device. Make sure it has UPnP enabled if it has that ability. Or if you're keen, manually port forward it using instructions here http://www.portforward.com/english/r...G/Limewire.htm
If you do that you won't have such problems anymore. Being not totally firewalled for LW means you'll be able to direct connect & get better results overall.