Do this check: When LW is open, click Tools->Options & go to Bug report & click for an example. In the window that appears scroll down to the part that says: "Recieved incoming this session". (You'll find it about half way down the report page.) If it says ‘True’ then LW has no problem with firewalls, but if 'False' it does have a prob.

Also make sure you've configured Zone Alarm properly for LW to have access; see bottom of following page: http://www.limewire.com/english/content/firewalls.shtml