Hi there,
Take a look at
http://homepage.mac.com/car1son/stat..._firewall.html
Basically, if you know which port you want (default is 6346) select the 'Other' option, type in the port number, and type Gnutella/Limewire in the description.
Gets more complicated if you have a router as well as a personal firewall. If so, you may have to map the port number through the router. Check your router info to find out if it can do this automatically or if you have to do it manually.
Hope that helps!
Cheers
R