Just in case, you can configure your firewalls here:
http://www.limewire.com/english/content/firewalls.shtml
May I ask who your ISP provider is?
Are you using USB or ethernet modem connection?
Have you tried deleting your LW preferences folder whilst LW is closed; instructions here:
Fixes for Limewire
Is that XP SP1 or SP2? And did you update to SP2 before or after you had connection problems?