Are you fully connected (how many green bars)? Can you use LW as usual, apart from seeing the firewall or isn't anything working?
If you're not connected, do this test
http://www3.limewire.com:6346

What are your details (sorry for any 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