Your router has an internal firewall...that's probably why you're getting the message about a firewall blocking LW. That's why I asked you whether you had UPnP enabled or a port forwarded...one of these options should get rid of your firewall icon.
If your router supports UPnP, enable it within the router & choose the UPnP option within LW's tools > options > advanced > firewall config. Then Apply > ok.
Or you could try port forwarding. Check below for instructions.
http://www.portforward.com/english/r...4/Limewire.htm
Don't forget to set up a static IP address first (there's a link for this within those instructions). And remember...the port forwarded, LW's listening port & the number in the 'manual port forward' box have to all be the same number
If you choose to do nothing (ie no UPnP or port forward), your firewall icon will probably remain & you could have trouble getting good search results. Also, chances are that very few people will be able to download from you...so you won't be sharing your files