LimeWire is more sensitive to firewalls. If it detects a firewall meaning you can't share, then it may not connect. BTW if you want a good version of BearShare, probably their best ever, have a look at the Sticky at the top of the Open Discussion section of the BearShare forums here. The new versions of Bearshare are now controlled against copyright. (new owners)

I'm not sure what the problem is. There must be something about your modem or whatever it is that has an internal nat firewall or else something else that doesn't allow incoming requests & communication.