If LimeWire hasn't received than incoming connection, then your router didn't support UPnP (or didn't support it properly, atleast). LimeWire won't just keel over and die if it can't get incoming connections (it still works quite well), but Direct Connect & other things won't work.

What this means, though, is that you need to tell LimeWire that it is using "Manual Port Forward" and set your routers appropriately. Leaving LW at UPnP won't work, even if the router is configured.

This way, LW will know why its receiving incoming connections, and can set things up correctly.