Firewall symbol
 

Limewire is marked as an exception in Windows firewall but i still have the firewall symbol on the bottom of limewire - why is this? Should I worry about it?

The firewall might be within your modem/router. You can sometimes download pretty normally when firewalled but most other users won't be able to upload from you...it's not really in the spirit of file sharing;) Within your LW tools > options > bug reports > view example. Scroll down to 'recieved incoming this session', if it's false then a firewall's stopping uploads.

Read through this, it has loads of info about internal firewalls within modems/routers & ways to overcome the firewall problem (enabling UPnP & manual port forwarding)
Connection problems? Check here first!
Just double check that your firewall is set up properly, you'll find a link for firewall setup within that thread.