I see a brick wall in front of the blue world icon at the bottom of LW's interface. Does that mean a firewall is blocking the connection? If so, how do I prevent that?

Details, please.
System details - help us to help you (click here)

OS Version - XP Pro
Firewall - McAfee and the bundled OS firewall. I have disabled both and still not able to connect.
Ram - 496 MB
Hard Disk space available - 43.1 gig
Connection type - cable
Modem & router brand name & model numbers - motorola sb 5101 no router
Connecting from home
Running Limewire pro 4.12.3 Jave 1.4.0_03
Isp is Shaw
The page did say 'Your test worked!'.
I am not sharing the connection
I have used Limewire before with no problems. Recently my system crashed, and I re loaded my OS. Since then everything works except Limewire
I do see the brick wall over the blue icon
I use McAfee antivirus, but, like I said, I disabled it with no result
I live in Canada.

First thing to try: 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. If you're not sure of your settings, go through LW's tools > options & write them all down, so that you can reset things later.

Make sure that the XP firewall's off & configure the McAfee to allow LW.
Port Forwarding for the McAfee Security Center

Your Java's pretty old, see if an update helps. Use the JRE offline installer & remove your current Java version before you install this one
Java SE Downloads

I got it working! Thank you! Thank you! I changed the port number in the limewire program and it works! ... and did I mention thank you?