Your router has a firewall.
Are you using LW with UPnP enabled within your router or a port forwarded?
If you're not...enable UPnP within your router & choose the UPnP option within LW's tools > options > advanced > firewall config. Apply > ok.

If enabling UPnP doesn't help, try port forwarding thru your router. Follow the instructions below & don't forget the step of setting up a static IP address...otherwise pf won't work.
http://www.portforward.com/english/r...R/Limewire.htm
Remember that LW's listening port & a port forwarded MUST be the same number Good ports to use are those in the range of 49152 - 65535 (try 64049).

Rather than running without a software firewall, it's better to configure your XP firewall to allow LW.
Firewall setup