Go to your LW menu Options>Bug Report & press View Example. I think your version of LW has that option.
See this link for image example Post back & tell us if it's True/False. At least with a dial up it's highly unlikely you'll have a router, right? Where are you trying to connect from (home, school, work, etc.)? Normally in your situation whilst LW is closed, you should delete your LW Prefs called .limewire which are found listed at the top in the system preferences folder when viewed in list mode. Also make sure you have the most recent java version for OS 9.2 If you have 9.2.2 update to
MRJ 2.2.6 for OS 9.2.2 OR
MRJ 2.2.5 for OS 8.1-9.2
As far as your dwnlds go Your LW Dwnld Folder can be found if you go to LW's menu Options>Saving this will tell you the name & location of this folder. If you also share this folder, it should be listed in the LW Library window where you can highlight a file within it & use the Explore button which will open the foldr for you.