What are your details?

OS(Win XP etc)
LW & Java version (help > about LW & you'll see)
Firewall you're using
Modem/router brand & model
ISP
Connection type (DSL etc)
Where you connect from (home, school etc)
Are you sharing a connection with other computers
Is this your first try with LW

Do this port test & see what result you get
http://www3.limewire.com:6346

Within LW, go tools > options > bug reports > view example. Scroll down to 'recieved incoming this session'. Is it true or false?

Have you made sure that you're only running one firewall & that it's configured properly?
http://www.limewire.com/english/content/firewalls.shtml