Does it say that the firewall is preventing Limewire from working or just that "Limewire has detected a firewall".
Because if it's the latter that's normal and doesn't mean that the firewall is blocking your access to the outside world.
Maybe it's just connection problems (how many green bars are showing in the "connection strength" area?) you may just have to replace the gnutella.net file which a lot of the time seems to be the most consistent problem.