First of all, make sure that you're only using 1 software firewall (remember that Win XP has it's own firewall) & that it's set up properly. Go to the link below for some good instructions for common firewalls
Firewall setup

Go to this site with your browser & see if it says "your test worked".
http://www3.limewire.com:6346

Post your details here,

OS(Win XP etc)
LW & Java version (in LW go to help > about LW & you'll see)
Firewall you're using
Modem/router brand & model
ISP
Connection type (DSL etc)
Where you connect from (home, school etc)
Are you sharing a connection with other computers
Is this your first try with LW

OS: windows XP
LW & Java version (in LW go to help > about LW & you'll see)
Firewal your using: ummm idk windows i guess?
Modem/router brand & model:idk
ISP:idk
Connection type (DSL etc)ial up
Where you connect from (home, school etc):home
Are you sharing a connection with other computers:no
Is this your first try with LW:yes

Sorry for all the idks, but I'm not great with computers.

Ok, your ISP is your Internet Service Provider... who do you pay for your internet access?

If you're using dial up then you might not have an external modem. Are there any boxes (apart from speakers etc) that plug into your phone line or your computer?

Did you go through those firewall setup instructions & make sure that your XP firewall was configured properly?

Did you do the port test & did it work?

Ok, your ISP is your Internet Service Provider... who do you pay for your internet access?AOL

If you're using dial up then you might not have an external modem. Are there any boxes (apart from speakers etc) that plug into your phone line or your computer?Umm its a lap top so no

Did you go through those firewall setup instructions & make sure that your XP firewall was configured properly?I think

Did you do the port test & did it work?yes