Make sure your Linksys is UPnP enabled; see the 2nd section about 1/4 way down this page: Connection problems? Check here first! (click on link)

Download this Java version: http://java.sun.com/javase/6/download.jsp JRE "Offline" version. Go to your control panel, remove "all" versions of Java you have. Reboot after each removal. Then install the "offline" Java 1.6

If still problems opening, see steps 3, & 5 here Fixes for Limewire