1. The first and most important step is setting up a static ip:
Static ip for XP
2. Then find your specific model here
PortForward.com - Free Help Setting up Your Router or Firewall click on link, find LimeWire on next page, follow directions.

BTW I recommend Port forwarding for BOTH TCP & UDP.
3. For your software firewall, I think choose same as your router for port. It can be port 6346, else you can choose an alternate free port such as between ports 49152 - 65535.
4. If still cannot connect, go back to my first post & follow those suggestions again.