I only sometimes use the OSX firewall.
If you temporarily turn the OSX firewall off & still have a firewall indication, then the firewall is most likely due to your modem/router. Most high speed modems & routers have internal NAT firewalls. If your connection device has UPnP ability, then make sure this is enabled because LW is UPnP capable (UPnP means LW can request a port being opened for it by the device whilst LW is open.)
If your device doesn't support UPnP, then you may need to forward a port. More details in sections 2 & 3 here
Connection problems? Check here first! (click on link)
Do this simple test for us. Using your browser go here:
http://www3.limewire.com:6346/ The page should say 'Your test worked!'. What happens when you go there? If you received a blank page, then it sounds like your connection device is at fault. You'll definitely need to see details in above paragraph.