In this way my system is working:
I'm on a local LAN and my internet machine runs a proxy server (AnalogX 4.10) on Win98. My other non-internet machine is running SocksCap 2.2 on WinME. I installed LimeWire 2.3.1 on the non-internet machine without any changes to the default settings.
SocksCap is setted (File/Settings...) with Socks protocol V5 and "attempt local then remote" options, in the Socks server field I put the LAN address of my internet computer and the port is 1080. I run Limewire from SocksCap.

Two notes:
-be sure to have Socks protolos working in the AnalogX proxy server on the internet maching.
-when setting up Limewire into SocksCap do not select the limewire shortcut in the program files directory but execute what the shortcut does not the shortcut itself.