Probably the reason you couldn't connect was having 2 firewalls. And question was also whether you configured to them to allow LW full access. So for Windows XP did you configure your firewall so it allows LW full access (advisable not to have 2 active firewalls b/c they can interfere with each other); Firewall configuration instructions (click on link)

If no change in connection, then try deleting your LW Preferences folder whilst LW is closed; instructions here: Point #2 & 3 in Fixes for Limewire (sample image included at bottom of page.)