It means you'll need to check your firewalls & your brand name & model of modem/router. The latter tend to have their own built-in NAT (or other) firewalls.
For computer softw firewalls see instrucitons here for the most common for configuring LW to have full access:
http://www.limewire.com/english/content/firewalls.shtml
As for your modem/router it'd help if you could provide the above details of brand & model. Also force ip here:
Force IP instructions & sample image (Use Port 6346!)