Make sure that your XP firewall's still allowing LW.

Some people have had connection problems with Java 1.6.0_02.Try this version instead. Use the JRE offline installer & remove your current Java version(s) before installing this one.
Archive: Download Java 2 Platform Standard Edition (J2SE) 5.0 Update 11

If that doesn't help, If that doesn't help, delete LW's preferences folder when LW's properly closed. See point 2 here & also point 3 if you've used newer versions of LW in the past (there could be a folder in either location).
Fixes for LimeWire
This will kill all of your settings within options, you'll have to go back through afterwards & reset things. If you're not sure of your settings, go through LW's tools > options & write them all down, so that you can reset things later.

I can't find any info about whether there's any sort of firewall in that gateway Were you using that device before, when LW was connecting??