Are you able to connect via dial up at all? Some ISP's offer that service in case of problems. If you can see if you can connect ok via dial up. Then that will show us a few things.

For mac a firewall is not so mighty important, I often have it turned off. However you can turn it back on if it's configured properly.

Try deleting your LW preferences folder whilst LW is closed. This folder can be found here -> /Users/your_username/Library/Preferences/LimeWire