Did you realise your modem has a NAT firewall? If you're getting uploads then either they're push requests or you've already forwarded a port for LW.

Tools>Options>Shutdown, is yours set for shutdown immediately or after transfers?

Do you run as an Ultrapeer?

Is your XP firewall turned on or off? Did you configure it for LW: http://www.limewire.com/english/content/firewalls.shtml

Do you have spyware & ad-ware eg: http://www.lavasoftusa.com/software/adaware/
Spybot - Search & Destroy: http://www.safer-networking.org/en/mirrors/index.html or
Spy Sweeper: http://www.webroot.com/wb/downloads/index.php

When did this problem start? Was it after you installed any softw?