I have the brick wall icon and the thing said false.

1. OS version? (eg: Windows 98) If using Windows Vista, please tell us whether you have an Administrator user account. Windows XP
2. What firewalls you have? None
3. How much ram? 768 MB
4. Hard Disk space available? 30+GB
5. Connection type? (eg: dialup, broadband, cable, etc.) Cable
6. Modem & router brand name & model numbers? Not sure
7. Where are you trying to connect from (house, appartment complex, school, student accomodation, work, etc.)? House
8. What version of LimeWire (LW) & Java do you have? LW 4.14.12 Java 1.6.0_03
9. Who is your ISP (Internet Service Provider)? Comcast
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? Just another computer with router
12. Is this a your 1st try at LW or is this a new problem with an experienced user? experienced
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? I have a router but dunno settings
15. What security programs are you using (antivirus etc)? None
16. What country are you living in? USA

Have you always seen the firewall icon, or has it just started showing up?

Is the XP firewall turned off? You don't have to run without a software firewall, just configure it to allow LW.
User Cant Connect - LimeWire

Lots of modems/routers have their own internal firewall. Try to find out the brand & model of your modem/router. If you're connecting wirelessly, the router could be in another room. If you can find your modem/router on the list here, try port forwarding...you'll find detailed instructions. Choose LW from the list of programs.
PortForward.com - Free Help Setting up Your Router or Firewall

If setting up a static IP address is part of the instructions, don't miss that step! LW's listening port, port in the 'manual port forward' box & port forwarded within the router setup should all be the same number.