Which model of linksys do you have? Many modems/routers have internal firewalls. You might need to forward a port using Port 6346. See both Linksys port forwarding & also the bottom of Port Forward.com for instructions & see if your model is listed. See also Force IP instructions & sample image which is the final step. If you need to forward a port then do these: 1. Set up a static ip 2. Forward Port 6346 3. Force IP within LW.

Have you configured your firewalls to allow LW full access?: http://www.limewire.com/english/content/firewalls.shtml (XP has its own firewall.)