Is your problem with connecting or with downloading & installing LW? Or getting LW to open????

You shouldn't run more than 1 software firewall...any more will just interfere with each other & cause more problems. So, you need to choose between Windows, McAfee & Norton firewalls. Configure the one you want to use to allow LW & disable the other two.

People have had issues with Vista & Mcafee...these threads will tell you more.
Vista + McAfee 2007 + LimeWire = dropping connection

“No Compromise” Vista-McAfee-Limewire Solution

Can't Connect With VISTA!


If you're going to use the Norton firewall, you should read what this person has to say about their LW connection & follow their advice about uninstalling/reinstalling Norton & LW.
Can't Connect...


Has your roommate set up port forwarding for the Linksys router? What's the model of that router?

You could also try this version of Java, as some people have had problems with the latest two Java updates (1.6.0_01 & _02). Use the JRE offline installer & remove any other Java versions before you install this one.
Archive: Download Java 2 Platform Standard Edition (J2SE) 5.0 Update 11