Your router has a firewall. To start with, enable UPnP within the router & then choose the UPnP option within LW's tools > options > advanced > firewall config. Click apply to save the change.
Give it 15 mins, if the firewall icon's not gone then you can try port forwarding. Follow the instructions here
http://www.portforward.com/english/r...P/Limewire.htm
Make sure to set up a static IP address first, or port forwarding won't work (you'll find a link within those instructions). Just remember...LW's listening port & the port number that you forward thru your router MUST be the same
Also just double check that your XP firewall is off. I know ZA should turn it off automatically but just make sure.