I finally did get this problem resolved, and maybe I can help, because it does sound very similar.

My problem also was a limewire download. Try this:

Open your limewire. Along the top, there are tabs - open the one says "Library". That should list all of the downloads. Find the one that is the problem. It will most likely appear as still trying to download. And that's what's causing the problem. The fact that it's trying to download is why it can't be deleted from other places in your computer. Delete it from this section. That should delete it from the rest of your computer automatically. if you still find it in other places, it should be easy to delete now, but it'll probably be gone once you delete it from the library of limewire.

Hope that helps! That's what my answer turned out to be. In the end, it was that simple, but getting to that answer for beyond frustrating!

Let me know - I'm curious how this works out for you.