It means just what it says:

Limewire is unable to find any sources to download from.

This can happen due to various reasons

1. The host has gone offline that you are downloading from
2. Transfer may have been interrupted for some reason
3. The host that you were downloading from didn't have more than 3% of the file and any one that has more of the file is busy
etc. etc.

It sometimes works to do another search for the file and then rightclick on the file in the downloadwindow and choose find more sources