More than 1 firewall at a time will cause problems. Pick 1 & configure that.
Have you tried turning off AOL & Win firewalls & just configuring Norton?
http://www.limewire.com/english/cont.../firewalls.php

Do you have a modem? High speed modems can have their own internal firewall. Have you read through this?
Connection problems? Check here first!

What are your details (excuse the repeat questions!)?

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