The pic of the wall means LimeWire is detecting a firewall. This will not keep you from saving you downloads. It can prevent you from downloading at all if limewire can not get around it. You will need to configure your firewall to allow LimeWire full access.
It is possible that you do not have a firewall that you are aware of. But if you are going through a router it could have a firewall in it you are not aware of. Your ISP could be filtering or blocking P2P networks.
There are allot of different things that can cause problems but we will need a better description in order to figure out what might be happening.
The link below will help to properly set up LimeWire.
http://www.gnutellaforums.com/showth...threadid=17321
I must be slipping you beat me LORD