It's only wise to have one firewall active. When more than one firewall is active they can interfere with each other. So ... decide which one you want to use & disable the others. Disable XP firewall for a start. I don't know about cerulean Studios (Trillian 3 Basic) firewall but make sure you have made exemption for Limewire & java. For general firewall instructions see:
http://www.limewire.com/english/content/firewalls.shtml
Just to double-check; Do this test:
Bug Report instructions & sample image Is the result True/False? If false then there's still something at least partially blocking LW.