Make sure that the Windows firewall is off. I know it should turn off automatically when ZA's installed, but just double check.

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.
LimeWire Pref Folder in Vista

If that doesn't fix it, just try the trick of uninstalling/reinstalling LW & ZA. Remember to reinstall LW first.

Did you always see the firewall icon, when LW was connecting ok? There's probably a firewall in your Netcomm. What's the model (1300, NB5, NB9 etc)?