You'll need to configure it so it allows Limewire full access; to allow both TCP and UDP connections with port 6346. I'm not sure about how to configure your firewall, but either limewire, gnutella or javaw.exe should be allowed as trusted applications in the firewall settings.
If you're using this firewall, then you should disable (turn off) your XP firewall.
Also check
Connection problems? Check here first! to make sure your modem/router is set up properly to allow UPnP or port 6346 is opened manually.
BTW if your CA package includes their spyware (Pestpatrol), then either go to settings & make special allowance for Limewire or else, disable it & use these instead: 1.
Spybot - Search & Destroy (FREE), & also 2.
ad-ware (FREE) The reason is because PestPatrol is not p2p sharing friendly!!! It's a poorly designed program!