For a start, choose between XP firewall & Zonealarm. It's not wise to use them both together b/c they can interfere with each other. If you want to keep Zonealarm active then for XP do this: go to the control panel, double click on Windoze Firewall, check the disable box.

Try deleting your LW Preferences folder whilst LW is closed; instructions here: Fixes for Limewire

There is a chance your computer set up doesn't like Java 1.5 If that's the case, uninstalling it & installing Java 1.4.2 might be the way to go. It's hard to say.