When I try to download the latest version of limewire an error message appears saying close all java programs then click retry but I haven't got anything else open. It has also deleted my version of limewire that I already had installed on my computer!

I'm having the exact same problem - what are we supposed to do? And how can I get my old program back until this installation problem is fixed??

The following worked for me when I had this problem:
Go to the Task Manager
Select Processes
Select Javaw (or any other process with Java in the name)
and click on 'end process'

You should be able to install Limewire. I then re-booted to be sure that the Java process would start again, and it did.