You must have specified that the directory that is being used by WMP is the one that LimeWire downloads music files into.
In order for songs to appear in iTunes you need to drag and drop or copy and paste the music files from the directory they are in into the iTunes library or if you want them to transfer to you iPod the next time you sychronise the two it is better to drag them into an iTunes playlist. If you drag file into a playlist they will automatically be included in your iTunes library. Dragging them to a playlist ensure that both Library and playlist have the same number of files listed in them for when you want to synchronise your iPod.