Josie, winXP has its own built in firewall. you'll have to go to the security centre thru control panel and turn the windows firewall off, even if it warns u not to. keep at least one firewall [armor for you] running, its VERY unsafe to leave yourself unprotected on the net. a few downloads are not worth it, you're a sitting duck for hackers and malicious websites.
i havent used armor so i don't know how to configure it, but what you have to do is find an option which allows you to choose the programs that have internet access from your machine and add limewire to that list.
also, check your router settings, in case you're using one, they sometimes have their own blocks. there's an excellent thread somewhere around dealing with router configuration, you'll need to search for it.
hope this helps.