The proper way to uninstall LW is to go to Start menu -> All Programs -> LW -> Uninstall.

It's probably too late now for you to do this.

Reboot into safe mode & try deleting it.

I'd also suggest after rebooting normally, you run this utility to clean the registry: Crap Cleaner (click on the Registry tab to use that function)

I am not so sure reinstalling LW will fix any connection or firewall problem. That's the silliest piece of advice I've heard. And yes they say it on the LW support page. They also give incorrect advice for uninstalling LW. The advice I gave to uninstall was direct advice from one of the LW devs after LW changed the type of installer they use some years ago.

To reinstall cleanly use this technique: http://www.gnutellaforums.com/333278-post2.html however, you might be better off with this version: Get LimeWire for Your Platform - Lime Wire