Download the pg2-nt.exe (PeerGuardian 2 for Windows 2000/XP/2003 0.84MiB).
Also, you could try totally disabling the Live OneCare firewall & see if LW will connect when you're using the normal XP firewall. Just make sure that you do turn on the XP firewall (if it doesn't happen automatically) once you disable the OneCare firewall.
Don't forget, you'll have to allow LW access through the XP firewall
User Cant Connect - LimeWire