Suggests something is partially blocking LW's access. This might be a firewall. Configure your firewall to allow LW full access using these instructions: http://www.limewire.com/english/content/firewalls.shtml
And it's wise to only have one active firewall b/c FW's have been known to interfere with each other. So if you have another FW, decide which one you want active, XP FW or the other.

This might also be helpful for you to see: To continue files downlding (click on link)