It's not that bad really!! It looks more complicated than it is. Start by doing this test & see if it works
http://www3.limewire.com:6346
Make sure you're only using 1 software firewall & set it up to allow LW. There are instructions for the most common firewalls here
Firewall setup
Now 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