When LW is open, click Tools->Options & go to Bug report & click for an example. In the window that appears scroll down to the part that says: "Recieved incoming this session". If it says 'true' then LW has no problem with firewalls, if 'false' then it does have a firewall issue that's blocking your connection. If it says 'false', then maybe XP's firewall is on (or maybe another). In this case, you can configure your firewall (follow this link:
http://www.limewire.com/english/content/firewalls.shtml ) so that it will permit LW to fully access the net without forcing you to disable the firewall. Post back your results.