1. Disable your XP firewall, because running two software firewalls results in less security in most cases, and other problems.

Go to the control panel, double click on Windows Firewall, check the disable box.
2. Configure your Trend FW to allow LW full access.
User Cant Connect - LimeWire
3. Your Linksys WRT54G is unfortunately one of a range of models Linksys released which has buggy firmware which they never properly repaired. So it does not run reliably in UPnP mode. (UPnP mode is where a program is able to send a request to the router to open a NAT port for access.) Thus port forwarding is the more reliable option. Let me know if you wish instructions on how to do. Get your software firewall sorted out first.