OSX comes with it's own firewall. You don't really need it to be turned on. But if you'd prefer to use it then see
OSX Firewall settings for Tiger
Airport uses something slightly different to UPnP. Best to see the 2 options here
Apple Airport Extreme/Express for Mac users * (NAT-PMP)
AFAIK best thing to do with OOL is change ports. But a good idea to check the OOL threads throughout the forums because different people have come up with different ideas. You can find OOL listed here
ISP's known to BLOCK or Filter p2p or specifically Limewire
Another option is to try
Phex to see if you have the same problems. Since Phex is not a well known p2p program, OOL may not be stopping its use. Phex is another Gnutella program like LW. It's free & has it's own forum section on these forums.