Just check that you're using a different port to connect on each computer. Tools > options > advanced > firewall config will show you LW's listening port.

The router has a firewall, which is probably why you're seeing the firewall icon, even on the computer that can connect. Try port forwarding. It might fix your connection problem for one computer & firewall problem for both. There are instructions here
http://www.portforward.com/english/r...S/Limewire.htm

If you want to set up port forwarding for both computers, you'll need to set up a different static IP address for each computer. Also, forward a different port for each computer. LW's listening port, port forwarded & any specific port number allowed thru a software firewall must be the same number.

Just double check your McAfee configuration for both computers.