That means you're firewalled. Did you configure your software firewall to allow FrostWire? Also, did you enable UPnP on your modem/router? More info here:
Connection problems? Check here first! (click on link)
We need some info.
Can you give us a total description of your set up:
1. OS version? (eg: Windows 98)
2. What firewalls you have?
3. How much ram?
4. Hard Disk space available?
5. Connection type? (eg: dialup, broadband, cable, etc.)
6. Modem & router brand name & model numbers?
7. Where are you trying to connect from (home, school, work, etc.)?
8. What version of Java do you have? (Go to FW's menu Help>About FW...) Will show both FW & Java version.
9. Who is your isp provider (Internet Service Provider)?
10. Are you sharing the connection with other computers or p2p sharing programs? If yes, please give details of set up.
11. 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?