Check out this thread for lots of info: How to transfer music to my iPod (& iTunes)

If you're trying to transfer LW files to your iPod via iTunes, just make sure that you aren't trying to move files from the 'your name's LimeWire Tunes' playlist... that's a playlist pointing to songs in LW's library & so you can't transfer from that list to iPod. You'll need to make sure that files are added to iTunes' library first & then transfer to iPod

If you're still stuck then please give us details of exactly what you're trying to do, OS, LW version, iTunes version & how you've been trying to add files.