pigsinspace,

Try deleting LW's preferences folder when LW's properly closed. See point 3 here & also point 2 if you've used older versions of LW in the past (there could be a folder in either location).
Fixes for LimeWire
This will change all of your settings within options, you'll have to go back through afterwards & reset things. If you're not sure of your settings, go through LW's tools > options & write them all down, so that you can reset things later.
In case you're using Vista: LimeWire Pref Folder in Vista

Once you've deleted that folder & things are set back to default, try going in & changing the location for saving

agus,

Sounds like you have a worm. There's a fix here to try, it's worked for a lot of people. Click on the link below.
The easy fix for Limewire popping up every few seconds (try this first)
And more info here: WARNING: Viruses on network you should be aware of!

If you still need help, try one of the sites below...they're more specialised in helping with malware issues.

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Always make sure that you're using a good AV program. Keep it updated & use it to scan all files that you download before you open them.