Thanks to Stief's help, I seem to have sorted this by switching of XP's Firewall. I have my own firewall McAffee.
Limewire seems to be working ok again.

I don't seem to have had a letter from Mr. Gates asking me if it is ok for him to install and then switch on his firewall, with the very likelihood that it would foul up some of my settings.

Perhaps he's too busy, but I expect he probably send me a Christmas card!