Don't use 2 firewalls together! Disable the XP firewall & just configure the Norton. Do you see the firewall icon (brick wall in front of the blue earth)?
LW might be detecting an internal firewall within a modem or router as well. Have a look through this thread. Double check your Norton firewall setup. Read the info about enabling UPnP & port forwarding, if your modem or router has it's own firewall then you should look at those as a fix.
Connection problems? Check here first!

Do this test & see if it works
http://www3.limewire.com:6346

If you're still stuck, post back with your details

OS(Win XP etc)
LW & Java version (help > about LW & you'll see)
Firewall you're using
Modem/router brand & model
ISP
Connection type (DSL etc)
Where you connect from (home, school etc)
Are you sharing a connection with other computers
Is this your first try with LW