You only need one active firewall. If you have XP then disable XP's firewall since running 2 can interfere with each other.
General firewall instructions here:
http://www.limewire.com/english/content/firewalls.shtml
McAffee here:
http://ts.mcafeehelp.com/displaydoc....egoryId=62889/
After opening LW wait 10 to 20 mins before using. Let it settle down 1st. If you have many shared & incomplete files then these might take quite a while to load & settle. So you might be wise to wait longer, particularly if you don't have a fast computer.