I'm actually quoting somebody else on the forum here: Go to Limewire->Preferences and click on the Bug Reports selection. There, click for an example and scroll down to the part where it says: Recieved incoming this session. If it says true then Limewire does not have a problem from Firewall. If it says false, Firewall(s) are blocking the connection.
Personally Firewalls are not my cup of tea, but I'm sure somebody with that knowledge may notice this thread. Meanwhile get back with your results.