Are you sure that your files are Downloading?
Go into Library tab at the top of the window, and click on the folder titled "Saved Files" this will show what you have downloaded and where they are saved "Path".

Sounds silly, but have you specified a save folder for Limewire to use?
If not, Go into the tools menu and options. Select Saving from the side list and set your save folder, either the default setting or set your own with the Browse button.




Hope I have'nt rehashed to much that you already know, & hope it's of some use.Guy with similar problem Lord of the Rings can help