I am having the same exact issue as zroc, I also have XP and the firewall is disabled and I have norton, Lime wire is set in there to accept all, and I have even tried to do it with disabling Norton and it still won't go past the Firewall set up, I don't get a little globe or any options or anything.

Just sits there at that screen. I have tried all the reccomendations except the router one cause I cant get into Limewire to get the files I need cause it isn't totally installed or set up yet.