I have had exactly the same problems.
I have modified xp firewall and norton anti-virus firewall as recommended along with unistalling then re-installing Lime wire to run through java. There seems no reason that i can think of that it is not connecting.
Literally everytime i go to connect through going to file nothing happens!!
If anyone has any suggestions I would really appreciate them as i think my head is going to explode in trying to work what is going on out!!
thanks j12adb