And, not only LimeWire...
Most sophisticated clients behave the same way.
There are 'default' settings that include the 'basic' file .extensions that can be 'unsafe' to open/run.
You are normally allowed to alter this list.
IF... If you do decide to alter the list in re: .exe files, make certain that you do so only temporarily - as in the case where there is only a single file that you want and you maintain a 'vigil' over the download... Then, return to at least the minimum defaults... One bad.exe file can wipe out your machine in less time than it takes to shut down...
AND,
BEWARE 'Dialers' !!!
Whatever you Download, it's a good idea to have a simple look at it with 'Properties'... |