Your ISP would be the last conclusion to come to. If you ask me, I know you're not, but I would tend to think the issue is your modem/router. Yes they have NAT firewalls & depending on the brand & model, some can block both incoming & outgoing through such ports as 6346.

You're getting a firewall error from LW b/c it detects a firewall.

What brand & model of modem/router do you have?

You said you have ZoneAlarm FW. Are you aware XP has its own firewall?

Ok then can you supply some details:

Can you give us a total desciption of your set up:
1. OS version? (eg: Windows 98)
2. What firewalls you have?
3. How much ram?
4. Hard Disk space available?
5. Connection type? (eg: dialup, broadband, cable, etc.)
6. Modem & router brand name & model numbers?
7. Where are you trying to connect from (home, school, work, etc.)?
8. What version of Limewire (LW) & Java do you have? (Go to LW's menu Help>About LW...) Will show both LW & Java version.
9. Who is your isp provider (Internet Service Provider)?
10. Are you sharing the connection with other computers or p2p sharing programs? If yes, please give details of set up.
11. Is this a your 1st try at LW or is this a new problem with an experienced user.
These details are vital if you want us to find out what your connection problem is.