XP has its own firewall. If you're using zonealarm it will also have a firewall. You will need to configue both to allow LW full access: http://www.limewire.com/english/content/firewalls.shtml

What type of modem are you using? Can you tell me the brand name & model no.? Is it a USB or ethernet modem?

For those that have 2 firewalls. Often they will disable XP's firewall & use the 2nd one instead.