This is a problem that i had years ago, here goes a simple easy fix for you.
Adding An Exception For The Gnutella Port

1. Within LimeWire, go to: Tools > Options > Advanced > Firewall Config, and make a note of the listening port located in the box next to "Listen on Port"
2. Open the settings of your security program (usually by right-clicking the system tray icon)
3. Locate a section for adding exceptions for specific ports
4. Add the port specified in LimeWire's settings as an exception for both UDP and TCP, incoming and outgoing (also known as opening the port).

This is one of the biggest problems people have. Basically Limewire connects, but for some reason you have to reconfigure the Gnutella port.