If you don't see the small brick wall in front of the globe in the bottom left corner, then you do not have a firewall problem.
You either have chosen files with many hosts (20 up to several hundreds), which are most likely faked files hosted by people or groups trying to discourage P2P users from downloading copyright protected files, or you have a corruption in the LW preference folder.
To fix this, delete this folder as explained in Point #2 & 3 in Fixes for Limewire:
http://www.gnutellaforums.com/showth...threadid=36420 