That can happen with an incomplete download and Internet Explorer, if I recall correctly.

Can OS 10.1 use Safari? If so, use that for the download, or get Firefox.

Delete the old installers from the desktop, and try again.

If none of that works, Jens-Uwe Mager provides a very current version that uses a drag and drop installer from a disk image (.dmg).

You can get it here http://www.mager.org/LimeWire/LimeWire.html