LimeWire doesn't discriminate between a porn file and any other file. You can filter them from your search results but it won't stop a file from being downloaded just because it's porn. Possibly the files are corrupt/spam/fake. What's the file extension(.avi, .mpg, .wmv, ect)?
The brick wall means you have a firewall blocking limewire. Windows XP has a firewall built in. If your running another firewall you should disable the XP firewall and configure your other firewall to allow LW full access to the internet.
Also your modem/router may have a firewall in it and will need to be configured. Instructions for configuring you firewall and router can be found in this
Sticky thread: Connection problems? Check here first!