Well if you select a file to downld that a licence can't be found & you press no then you probably won't be able to downld it. If you ticked the option to always use that answer then that's what will happen everytime. Go to Tools>Options>View>Popups & tick revert to default & press apply & that will bring back all those options again.
For configuring your firewall (advisable not to have 2 active firewalls b/c they can interfere with each other);
Firewall configuration instructions (click on link)
If all that fails then try deleting your LW Preferences folder whilst LW is closed; instructions here:
Fixes for Limewire