I have the same problem, when I run LimeWire it start with the questions, I can help you with the shutdown problem there is an option in the tools-options-shutdown menu, where you can configure Lime... to shutdown even if you have something to download.

The problem about "LImeWire was unable to use the selected directory for saving files" is because you don't have write permit in the folder you select, maybe the folder was created with the root account and when you try to use the folder as a regular user you don't have permit to write to that folder. I hope this can help you. If you now something about the "start questions" please mail me.

mario77@bc.cablemas.com