What router do you have (Brand Name). Give detailed information.
Did you configurate the XP firewall according to the post " Coonection Problems - Click here first "
http://www.gnutellaforums.com/showthread.php?t=51361
Do this simple test for us. Using your browser go here:
http://www3.limewire.com:6346/ The page should say 'Your test worked!'. What happens when you go there?
And who is your ISP (Internet Service Provider)???