It's only advisable to have one firewall otherwise they can interfere in odd ways with each other. So disable all firewalls except your prefered one such as Zone Alarm here: http://www.limewire.com/english/content/firewalls.shtml

I attempted to direct connect to you without success. Perhaps you were too busy at the time who knows. I hope you saw this: How to Direct Connect, Browse & Chat & it helps if you enable chat.