I took a good look at the firewall, by clicking the icon in the tray, and it isn't on, and the test doesn't show the brick as its called.
And I clicked on the firewall icon (right click) and went to the security center ( I think that's what they called it) and went to the
exceptions part, and it shows an exception for Limewire.

I looked all over and did the search for folders & files for the .limewire, but I don't have one. Also I show hidden folders and files.

I looked at the add/remove part of the control panel and see that I have the following "versions" of java either on the computer, or updated.

J2SE Runtime Environment 5.0 Update 11
Java (tm) 6 update 2
" " " " 3
" " " " 5
Java (tm) SE Runtime Environment 6 Update 1

And it still "hangs", or, won't go past the "trying to connect".