guywithaproblem: an you give us a total desciption of your set up: ram, HDD space available, Connection type, Modem & router brand name & model numbers, Where are you trying to connect from (home, school, work, etc.)?
Whilst you haven't installed Mcafee, You'll still have XP firewall. Have youconfigured it to allow both LW & java access? See here:
http://www.limewire.com/english/content/firewalls.shtml