It's your firewall or system's natural response to any program downloaded from the internet.
As far as Gnutella network viruses go, see
WARNING: Viruses on network you should be aware of! (click on blue link)
For firewall access see:
Windows Firewall - LimeWire or
User Cant Connect - LimeWire
Other good links to see are the
Stickys at the top of this section:
Getting Started Using LimeWire - Gnutella Forums & also see
How to find music