With LW 4.2.x your LW music will show up in iTunes as a Playlist called Limewire. You can burn from this list. Else create a new playlist & add the songs you wish to add from the LW playlist. But keep in mind that the LW playlist in iTunes is purely a reference to the files in LW's Dwnld folder. These files do not actually exist within iTunes own library. To import these into iTunes library use the Control & O & direct iTunes to your LW Dwnld folder. Else you can drag & drop the tunes onto iTunes app. See:
http://www.apple.com/support/itunes/...ial/index.html
Also your LW Dwnld folder can be found here: Tools>Options>Saving
Else go to LW's Library window & click on the Saved Files folder & select a file to the right of it & press the Explore button. This will open the folder up for you.