I've happily used the program for a few years & there's millions of others who have also. No softw will give you money back after purchase.
There's obviously something stopping LW from connecting. Something is blocking it. That's not the program's fault. But we can find out what the problem is if you're willing to work thru it.
Go here:
http://www3.limewire.com:6346/ What does it do? (it should say Test page was a success)
You will need to configure your firewalls to allow both LW & Java access (you at least have XP firewall); instructions:
http://www.limewire.com/english/content/firewalls.shtml
You also use dsl which frequently use internal NAT firewalls within their modems or routers. Can you tell us your Modem & router brand name & model numbers?
Where are you trying to connect from (home, school, work, etc.)?