Make sure that the XP firewall's configured to allow LW.
User Cant Connect - LimeWire
Check that you don't have a Windstream firewall as well.
http://www.gnutellaforums.com/connec...t-connect.html
In LW go tools > options > advanced > firewall config. Change LW's listening port to something in the range of 49152 - 65535 (eg 65000) > apply > ok.
Do you have only one version of Java installed on your computer? Go to Add/Remove programs & remove any other Java versions, except for the latest Java (1.6.0_03).
Do you connect through a modem/router? Check for a brand & model number (if you connect wirelessly, the router might be in another room).
Do you mean that you don't have an Application Data folder, or that you don't have a LimeWire folder? Did you make sure to show hidden files & folders, before you went looking for the App Data/LimeWire folders?