If LimeWire (LW) can't communicate with the firewall to be set, then you will need to manually configure the firewall so LW has full access. See the top 3 sections in detail here
Connection problems? Check here first! (click on link)
After the software firewall is configured for LW, & connection device 'modem' or 'router' UPnP is enabled or port forwarded, then LW should be happy.