Go into your task manager (Ctrl+Alt+Del) and select limewire in the processes Tab and select end task...
Once you have done that Un-install limewire....
The correct way to uninstall is Start > All programs > Limewire/Uninstaller
Use your computer's search to look for all files & folders with limewire in the name. If you can't delete them, reboot into safe mode & then try. If they still won't delete, try one of the tools here...
Incomplete Download File won't delete at all.