Firewall preventing downloads.. I didnt even know i had one! help shutting it down?

[lemonsryellow]

Title mainly explains, but I'll go into full detail seeing as how I have nothing better to do.

I'm TRYING to download, but it gets stuck at 'connecting'.

After everything in these last 15 minutes, I've finally realized the globe in the bottom corner with the wall. So, I'm assuming its the firewall preventing my downloading.

Now, heres the thing.

I didn't even know I HAD a firewall..*headdesk*
But, apparently I do, and it's causing my life to come crashing down upon me. Well, that's a slight exaggeration..But..uhm..anywho..

How can I go about shutting down this firewall I didn't even know existed? I don't have any anti-virus programs or anything else of the sort..Well, to my knowledge anyways.

I'm really hoping this is in the right forum (I'm sorry if it's not! I'm having problems with getting my brain to navigate around this forum..) ,and I'd _love_ help with this.

In case it makes a difference, I'm using Windows XP and have Mozilla and IE7 on my computer. I also have another file sharing program, but mainly it's not giving me the results I need and Limewire is (yay Limewire!). funny thing is, I haven't had any firewall issues with the _other_ program.

Well, thanks for even reading this, and triple thanks if you can help me!

EDIT - Of course, shouldnt the firewall be preventing search results too? Well...Maybe not..Wow I have no idea what to do. Since when did I become to technologically inept? Grr.. Well.. I'm becoming more lost by the second. *headdesk 5x*