Usually when you want to update your limewire you don't have to uninstall the previous version, but if you choose to you must use the limewire uninstaller and not remove it through the add/remove programs...
Go to Start > All Programs > Limewire/uninstaller and choose the uninstaller...
If it is not there anymore do a computer search for limewire and delete anything that appears...
If you can't delete them, reboot into safe mode and then try. If they still won't delete, try one of the tools here...
Incomplete Download File won't delete at all.