If your question is more precisely why KaaZaa works and Limewire doesn't, from behind a firewall that you don't create holes through yorselves, the simple answer could be that KaaZaa isn't truly serverless. I'm guessing that your Limewire has trouble connecting to its "Ultrapeers" when it starts up, from where it also cannot send a request to the other program (itself behind a firewall) to create a connection back to you. Or to peers through which other programs would ask for a connection to them, because your port is not listening.

With KaaZaa your client connects directly to a server, and this may help you out to start the ball rolling. I can watch as my program starts up, and I have trouble holding on to ultrapeers even though I do create an opening in my own firewall.

Dirk