Which firewall? For XP you click on the firewall icon at far right of tray. Else find the firewall in your Control Panel.
Add an exception for LW;
Setting up an exception for LimeWire in your software firewall (click in link)
Do you have any other firewalls? Try installing this version.
http://www9.limewire.com/download/LimeWireWin-full.exe but
only if you wish to use LW 5.
.