All of the symptoms you describe indicate normal operation. You are supposed to have 3 or 4 outgoing connection to Ultrapeers when you are a leaf.

To test whether you have opened the port correctly, go to options->bug reports->view example-> scroll down until you see the following lines:

Received incoming this session: X
Guess Capable: X

if the first X is true, you have opened your TCP port properly. If the second X is true, you have opened your UDP port properly. For best performance both ports should be opened.

Note that whenever you change a setting in the firewall or limewire it is best to disconnect limewire and reconnect. It takes about a minute or two before those values change (if they are to change at all).