Hello....Need Help (screen changes colour)

I have been trying for 2 days to download and install Limewire, after doing so my computer moniter changes color and a note will pop up that I'm trying to connect to the internet or I am behind a firewall, I do have the icon of a fire wall next to where the bars are showing for the internet connection in the task bar. I have uninstalled Limewire so my computer will be the correct color. If someone could help me clear up this problem I would appreicate so much. I have Windows with DSL connection. Thanks