Haven't used ZoneAlarm but usually in firewalls when there is a questionmark on a program that you want to give full access, you can just right-click on it and choose allow instead of ask. This helps a bit with the startup process of Limewire. You should of course do the same thing with Limewire.exe if that has a question mark as well.

Another way to see if your files even show up in any searches in by looking at the hits. If the number under hits says zero then there is probably something wrong with your configuration. eg. firewall problem.

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Also the number in the green box says how many files you are sharing.

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