Don't use Norton & XP firewalls together, they'll conflict with each other. Configure the Norton firewall to allow LW & disable the Windows firewall

The orange warning banner with the padlock was added because there's a bogus LW update showing up in search results. It's a 75.7 KB .exe & shows up as "Urgent LimeWire update - download & install now". If people download that thing they could end up infected. To try to prevent people from downloading a dangerous file, the warning banner was added to LW's interface.
The padlock symbol doesn't apply to music, movies etc.

Are you connected properly (how many green connection bars do you see)?
If your connection is ok, try this: Problems with the search

And if that's no help, delete LW's preferences folder when LW's properly closed. See point 3 here & also point 2 if you've used older versions of LW in the past (there could be a folder in either location).
Fixes for LimeWire
This will kill all of your settings within options, you'll have to go back through afterwards & reset things.