This problem has been discussed quite a bit in prior threads... it's been traced to file names that contain these characters:

\ / : * ? " | < >

These are "illegal characters" in Windows. LimeWire won't download these files on any platform.

If the files you are trying to download contain any of these characters you'll get the 'cannot move to library error'.

This seems to be the most common reason for the error. There are others which you can find if you do a search through the forum.