Many Vista users have problems with Limewire and Zonealarm...
This thread will explain what you need to do to get it up and running properly..
http://www.gnutellaforums.com/genera...ing-vista.html
Another reason you are probably seeing the wall in front of the globe on your XP is either your router has a Nat Firewall within and/or you will have to configure ZoneAlarm and limewire correctly...
You didn't say if you where using the Pro ZoneAlarm, but if you are try these instructions to configuring them correctly...
Port Forwarding for the Dlink DI-604 (Don't mind the title of the link, it is for ZoneAlarm..)