Are you firewalled? A router?
Do this test to see if you are firewalled: in options-error reports-see an exemple an tell us if at the line: Received incoming this session: if it is true or false (false means you are firewalled)
Link to open firewalls:
http://www.limewire.com/english/content/firewalls.shtml
Link to port forwarding in a router:
http://portforward.com/routers.htm