Recent versions of LimeWire use Ultrapeers to organize the network. If a computer has plenty of bandwidth and CPU time available, Limewire may select it to function as an Ultrapeer that accepts connections from a handful of leaf nodes. This process helps transfer traffic towards the computers best equipped to handle bandwidth and CPU requirements.

You can read more about Ultrapeers in the LimeWire FAQ:
http://www.limewire.com/index.jsp/faqs#sta7

As for your second question, this is probably happening because the user you are downloading from has disconnected from the network. Just as when you close LimeWire all uploads in progress are aborted, the same is true for the users you download from.

Hope that helps,
-Avi