LW requires Java to run.

Right-click the LW shortcut on desktop & choose Run as Administrator (this should be done for Vista). Also check compatibility & try changing it to windows xp; see steps 5 & 6 here:
Fixes for Limewire (click on blue link)
If these suggestions don't help, try this approach:
http://www.gnutellaforums.com/333278-post2.html For Vista you should right-click installer & choose run as admin before installing.