You've put NAV in as a firewall...if you have Norton AntiVirus, it doesn't have a firewall. Do you have Norton personal firewall or Norton internet security then there'll be a Norton firewall.

If you do have a Norton firewall, make sure that the XP firewall is off & that the Norton firewall's configured to allow LW.
http://www.gnutellaforums.com/226610-post6.html
PortForward.com - Free Help Setting up Your Router or Firewall

If you don't have a Norton firewall, make sure that the XP firewall's configured to allow LW.
User Cant Connect - LimeWire

Some people have had trouble with Java versions 1.6.0_01 & 1.6.0_02, if you're using one of those, try this version instead. Download the offline JRE (Java Runtime Environment) installer & remove any other Java versions before you install this one.
Archive: Download Java 2 Platform Standard Edition (J2SE) 5.0 Update 11