Firewall stopping Peer to Peer File sharing

I am looking for advice on a router. I am new to Linux and am trying to use Limewire and Ktorent and can make no connection. Limewire indicates I have a firewall. I have a Linksys router WRK54G and my guess is that is the problem. I have spent hours upon hours trying to get it to work using info from this site and Limewire.com to get past the firewall problem with no success. I think I did all the router changes thru the web I could and am having no success. I am wondering if there is a router which works with broadband cable I can purchase which would alleviate the firewall problem. The Linksys cuts out often (not as much with Freespire) so an upgrade may help with that also. If anyone thinks my problem is not with my wireless router I would appreciate direction there also