Did you make sure that you had hidden files & folders showing?? Go to Control Panel, double click on Folder Options. Now click on the View tab. Put a dot in the circle next to 'show hidden files & folders', then click on Apply & click on OK.

Go to My computer. Double click C drive. Now you should see a folder Documents and Settings - double click that. Now you should see a folder named your username (whatever your username is on the computer) - double click that. Now you should see Application Data - double click that. And now you should see a folder named LimeWire - that's the one to delete.