yes please more details ... birth date, passport number lol only joking.
Using proxies with p2p sharing is a very hit & miss scenario. Mostly missing. So you need to keep trying until you find one that works.
Best reference to it you will find here
A Fix for those whose ISP's block Limewire pages 1 - 3 which have links to alternative instructions. I think page 2 or 3 I threw together links that have discussed this on the forums. Tor from memory seems a very good one.
As far as your mcafee goes .. make sure it's allowed thru
Setting up an exception for LimeWire in your software firewall (click in link), & wise to disable Vista's firewall. Even though I think McAfee say both work well together, with LW it might be different.