Got another solution for the above, coz it didn't work after I posted the thing. sorry for that.

The disconnection problem which causes XP to hang and not shut down properly is due to a problem with USB ADSL modems. Basically that's what my ISP gave me:


- Expand "USB Controller" list under "Device Manager"
- Double click on USB root hub (u'll know which one is for the USB modem coz the peripherals it powers are listed)
- Under power management tab, untick "Allow computer to turn off ..."
- Exit that widow
- Scroll up on the "Device manager" list to "Network Adapters"
- Click to expand list and open ur ADSL modem properties window
- Under power management tab, untick "Allow computer to turn off ..."
- Reboot

Hopefully this will work and consistently. Still I don't get why this problem only occurs when I use LimeWire.