You don't need to have 2 firewalls active. Norton Internet Security should be enough. From what I've read, 2 firewalls can interfere with each other.

In any case, even if you disable the XP firewall, at least configure it anyway just in case to allow LW full access; instructions here: http://www.limewire.com/english/content/firewalls.shtml

Also see: Configuring Norton Internet Security

Your modem is the device between your computer & the internet. ISP = Internet Service Provider; ie: the company who you pay to connect to the internet.

Did you go to the site with your browser I asked to see if it said your test page was a success?