The shared 'LimeWire Tunes' within iTunes is just a playlist itself (files are not actually in the iTunes library)...so you can't add from this playlist to another playlist, or to your iPod. You'll need to add files to your iTunes library first & then you'll be able to transfer them to your iPod.

There are different ways of adding files to iTunes, see the link below for more info.
How to transfer music to my iPod (& iTunes)