Rather than running without a firewall, make sure that ZA's allowing LW.
If that doesn't help, delete LW's preferences folder when LW's properly closed. See point 3 here & also point 2 if you've used older versions of LW in the past (there could be a folder in either location).
Fixes for LimeWire
This will kill all of your settings within options, you'll have to go back through afterwards & reset things. If you're not sure of your settings, go through LW's tools > options & write them all down, so that you can reset things later.
Who is your ISP?
Where are you connecting from (house, appartment, school, work etc)?
Did the port test work?
Do you see the firewall icon in LW?
Some people have had connection problems with Java 1.6.0_01. If you like, you can try this older version. Use the JRE offline installer & remove your current Java before you install this one.
Archive: Download Java 2 Platform Standard Edition (J2SE) 5.0 Update 11
You can always reinstall 1.6.0_01 later if the earlier Java doesn't work!