First thing is that you need to dissable either the Windows Firewall or the MacAfee Firewall. Running two software firewalls is not a good idea. MacAfee is probably the better choice on which to keep. Windows Firewall is far from perfect.

Second you need to make sure that UPnP is enabled in your Router/Modem as well.

Can't really help you much with configuring MacAfee since I never used it myself. I guess that allowing Limewire.exe should be enough.

You could try searching with Google for info on how to configure it, and also your Router/Modem if you have access to it.