Did you see the link I gave on page 1?
Did you configure your firewall so it allows LW full access (advisable not to have 2 active firewalls b/c they can interfere with each other); Firewall configuration instructions (click on link)

We need more details about your problem. Are the files you select to downld going into the downld window at all? If not, try deleting your LW Preferences folder whilst LW is closed; instructions here: Fixes for Limewire