What's your connection like (how many green bars)?? Don't turn off your software firewall, rather configure it to give LW access (only use 1 firewall, otherwise you'll run into trouble)
Firewall setup
If your connection is poor/nonexistant, do this test & post the result
http://www3.limewire.com:6346

You probably should read through this sticky, it has heaps of info about internal firewalls within routers & ways to overcome the problem (enabling UPnP & port forwarding)
Connection problems? Check here first!

If nothing within that sticky helps, post back with 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