So you tried changing the compatibility mode of LW to windows 2k?

"If" you get the chance, disable the Tips of the Day by ticking the option to not show again.

BTW you do have firewalls. XP has its own firewall, see Firewall configuration instructions (click on link)

And also your USR8054 router also has NAT firewall. I'm not sure whether it uses UPnP or not. If not you'd need to forward a port. If it does have UPnP then that won't be necessary. Actually I just checked here & it does have UPnP ability. Let's hope this UPnP works properly (some don't.)

Do this simple test for us. Using your browser go here: http://www3.limewire.com:6346/ The page should say 'Your test worked!'. What happens when you go there?

I might recommend you uninstall LW 4.9.11 by going to the Start menu >Programs>LW>Uninstall. Then install LW 4.8.1 instead: http://www.limewire.com/english/content/download.shtml

Let's see if the problem is with the version or your set up.