Hey, I've got a question... Once I've seen a message smth like: "there can be virus in this file". I closed that downloading, but how you think, is it carefull, and can I download a Virus, using Lime Wire???

You most likely got that messge b/c it was an exe file. Any executable file may potentially contain a virus. It is highly recommended that all windows users have anti-virus utilities operating. For mac users it's not so much an issue.

Will Lime Wire show message about virus everytime? And can it be any kind of virus?

I think it's default within LW to say could contain virus, as in be careful about downlding any executionable file such as a file with the .exe extension. So if you have anti-virus softw then you should be fine.

ANY file can contain a virus. Thats why I recommend downloading what you want, then run a virus scan on Everything you just downloaded, BEFORE opening the files!
Important...Before opening!