Uninstall LW & ZA. Then reinstall LW first & after that, reinstall ZA.
Can't connect using Vista

When you uninstall LW, don't do it via add/remove programs. Start > all programs > Limewire > use the uninstall option from there

What version of Java are you using (some people have had connection probs with Java 1.6.0_02)?? Try this version instead. Use the JRE offline installer & remove your current Java before you install this one.
Archive: Download Java 2 Platform Standard Edition (J2SE) 5.0 Update 11

Still not connecting? Delete LW's preferences folder when LW's properly closed. See point 3 here.
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.
LimeWire Pref Folder in Vista

I uninstalled McAfee and ZoneAlarm and then reinstalled LimeWire and it works. Seems like ZoneAlarm, simply being installed, stopped my connections. Should I install the McAfee Desktop Firewall then? Or what Firewall would you recommend?

Lots of Vista users have had problems with the McAfee firewall...before you install that, have a read of these threads & see the problems & solutions that have worked for people

Vista + McAfee 2007 + LimeWire = dropping connection

“No Compromise” Vista-McAfee-Limewire Solution

http://www.gnutellaforums.com/genera...ect-vista.html

I use Comodo firewall but I don't know if Vista users have had any problems with it (I use XP).
FREE Firewalls for Windows - Free Firewall Download