Don't use multiple software firewalls, that will cause problems. Choose 1, configure it & disable the rest!
The firewall LW's detecting might also be coming from within a modem or router. Have a read through the thread below, it's got lots of info about firewalls. Find out whether your modem/router has an internal firewall, you might have to enable UPnP or set up port forwarding.
Connection problems? Check here first!

Do this port 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

*The offline installation's fine... causes fewer problems than the online one