LimeWire - Errors & Won't Connect

[ArHarr]

Let me start off by saying, I am tech savvy, so I'll be able to understand most things you suggest to me =D

I recently got a PSP ( Playstation Portable ), and I decided to put LimeWire on it. I was able to Plug & Play Limewire on any system with Java basically. I had been using it for quite some time, although I kept getting an error message repeating itself about 3 times, each time I either started it up, or began a search / download.
Error Message:

LimeWire was unable to write a necessary file, because you dont have the necessary permissions. Your preferences may not be maintained the next time you start LimeWire, or LimeWire may behave in unexpected ways.

So i just clicked 'ok', and LimeWire worked perfectly, except the annoying error message.
It stopped working from my PSP after a few weeks, so I decided to put it on my External Harddrive. I Installed it there: E:\Program Files\LimeWire
Still wasn't working, the connection bar stays at one green bar. And the firewall icon shows that a firewall is present. I tried some solutions found online...
- Updated Java to Newest Version ( As of yesterday )
- Disabled all Firewalls
- Uninstalled Norton System Works ( I hate norton anyways )

Still isn't working...
I hope someone can help me...

1. OS version? (eg: Windows 98)
Windows XP SP2
2. What firewalls you have?
McAfee, My custom firewall i made.
3. How much ram?
512 KB
4. Hard Disk space available?
9 GB I think
5. Connection type? (eg: dialup, broadband, cable, etc.)
Dialup
6. Modem & router brand name & model numbers?
Oh wow, 56k, Conexant, Lucent Win Modem ( Only one model i think )
7. Where are you trying to connect from (house, appartment complex, school, student accomodation, work, etc.)? Home
8. What version of LimeWire (LW) & Java do you have? (Go to LW's menu Help>About LW...) Will show both LW & Java version.
LW 4.12.15
Java 1.6.0_02
9. Who is your ISP (Internet Service Provider)? AOL
10. Do this simple test for us. Using your browser go here: http://www3.limewire.com:6346/ The page should say 'Your test worked!'. What happens when you go there? Your test worked!!
11. Are you sharing the connection with other computers or p2p sharing programs? If yes, please give details of set up. No
12. Is this a your 1st try at LW or is this a new problem with an experienced user. New Problem with an experienced user.
13. Do you see a brick wall in front of the blue world icon at the bottom of LW's interface? YES
14. For those using a modem/router, how is your modem/router set up...are you port forwarding or is UPnP enabled?
15. What security programs are you using (antivirus etc)? Some people might not be aware that their security suite includes a firewall.
Norton AntiVirus ( Fragmented ), Norton SystemWorks ( Uninstalled ), McAfee Firewall (Like the 1999 version xD ) ( Disabled ), AVG Anti-Virus ( Disabled ), and My Own Custom Antivirus i made. Windows Defender ( Disabled ), McAfee Site Advisor, Ad-Aware SE ( Disabled ), Windows Firewall ( Turned Off )
16. What country are you living in? Sometimes there are ISPs with the same name in more than one country (eg Clearwire in the USA & also in Ireland). United States

Thank you for your prompt replys!
- ArHarr
PS: The only component left out of both norton antivirus and system works is the AluSheduler.exe program, but i terminate it each time i logon.

EDIT: After letting it sit for about 30 minutes, it finally connected.
It's just taking really long now.