Did you go to 1) tools 2) options 3) advanced 4) system startup --- and put a check in that box, then click apply then okay. If you don't click apply first the changes won't take effect.
Also is 1) tools 2) options 3) connections - connect on startup --- is that box checked also.
If that didn't help, try the fixes for LimeWire in this link.
http://www.gnutellaforums.com/showth...+doesnt+start.