AVG Free doesn't have a firewall, so you don't have to worry about that.

Enable UPnP in your router, then choose the UPnP option within LW's tools > options > advanced > firewall config. Apply > ok. Give it 10 mins or so to see whether the brick wall goes away.
If you're not sure about how to enable UPnP, here's the router manual...there's a section in there which tells you how.
http://www.siemens.com/Daten/siecom/...01_1274276.pdf

If that doesn't help, you could try port forwarding. Have a look at the instructions below
http://www.portforward.com/english/r...0/Limewire.htm

Don't forget to set up a static IP address first, port forwarding won't work otherwise. You'll see a link to that within those instructions.
And remember...the port number forwarded, LW's listening port & the number in LW's 'manual port forward' box all have to be the same.