I'd suggest doing both steps 1 & 2 only here:
Fixes for Limewire (sample image at bottom of page about how to delete LW preferences folder.) And for Java, get the "Offline" installer version. After doing these things try opening LW again.
As far as firewalls go, disable XP's firewall & configure the other using
Firewall configuration instructions (click on link)
Check your modem/router to see if you can dial/log into it using your browser (if you're not sure, try typing in
http://10.0.0.138 or 10.0.0.138 into your browser.) If your model can, see if there's a UPnP option. If yes, enable it. Or your device might have a physical UPnP switch on the actual unit.