I have, and it still doesn't work

Maybe Windows Firewall is on along with ZoneAlarm and the problem is that Windows Firewall is blocking it. It's possible that when you installed ZoneAlarm you didn't turn off Windows Firewall.

If that isn't the problem, I have no other ideas.

Hi Brandan,

Once you're sure that the XP firewall is off, try these things:

What version of Java are you using? Some people have had connection probs when using the 2 latest Java updates (1.6.0_01 & _02). Try this version. Download the JRE offline installer & remove your current Java version(s) before you install this one.
Archive: Download Java 2 Platform Standard Edition (J2SE) 5.0 Update 11

If that doesn't help, 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.