Yes, I have a similar problem as MsPinkFreud, except that a) I can download whether the brickwall appears or not ; b) I don't always have the brickwall in front of the globe. Yesterday it never appeared; today I have it and I haven't changed anything to my settings.
So I made an experiment: I simply disabled my firewalls, both the windowsxp's and my router's( wanadooLivebox). No firewalls, normally the brickwall should disappear. It hasn't. So I dont see how Limew can detect a firewall. That's why, more often than not, I simply choose to ignore it.