It's better not to run 2 software firewalls at once...they can end up conflicting with each other & leave you less protected. Turn off the Windows firewall & just make sure that the Trend Micro firewall is still configured to allow LW. Also try removing the LW rules from Trend Micro's firewall & then adding new rules.

Also, just make sure that there's not a firewall from Windstream interfering as well...the thread below has more info.
http://www.gnutellaforums.com/218807-post7.html

What's the model of your Linksys (eg WRT54G)?

When a connection problem crops up after updating LW, deleting the preferences folder very often fixes things...after you deleted the prefs folder, did you have to go thru LW's setup wizard all over again?
Did you also look for a prefs folder in the old location C:\Documents and Settings\your username\.limewire?

Go & find the gnutella.net file, hover your mouse over the file & see how big it is...if it's 0kb then try replacing that file again