Try these suggestions.
You can drag n drop files from LW to WMP.
Or open windows media player and on the toolbar go to File->Add to Library->By Monitoring Folders. Find your shared folder and add it to the list. The default location for your shared folder is C:\Documents and Settings\"your account name"\Shared
Another way would be to set WMP as the default player, you'll also need to disable the LW player. In LW go to Tools->Options->Player, untick the box and click apply. Then when you play songs from in LW they will be added to WMP. See
Using windows media player
Hope this helps
.
BTW: You posted in the wrong forum. LimeWire forum is here:
LimeWire (Cross-platform)