I went to went through all of the steps when configuring the firewall, but connection still fails...
Here are the answers to the questions you asked

1. OS version? Windows XP
2. What firewalls you have? It's just a general "Windows Firewall", I believe...
3. How much ram? I'm not sure, but plenty
4. Hard Disk space available? Yes.
5. Connection type? (eg: dialup, broadband, cable, etc.) DSL
6. Modem & router brand name & model numbers?
7. Where are you trying to connect from (home, school, work, etc.)? Home.
8. What version of Limewire (LW) & Java do you have? (Go to LW's menu Help>About LW...) Will show both LW & Java version. 4.9.30 limewire Pro & Java 1.4.2_03
9. Who is your isp provider (Internet Service Provider)? Both aol & msn.
10. Are you sharing the connection with other computers or p2p sharing programs? I don't believe.
11. Do this simple test for us. Using your browser go here: It says that my test worked.
12. Is this a your 1st try at LW or is this a new problem with an experienced user. I had the basic about a year ago, but this is my first time with Pro and it's done this a few times, but usually not this long...