There is something very strange with what you say.

Making Limewire your default magnetlink handler, will only open Limewire when you press a magnetlink for download.

If it said link and not magnetlink, that message I have never seen and it should not appair.

Did you get Limewire from the official site www.limewire.com or somewhere else. Alot of scamsites pack ad/spyware into the code for the program

My guess is that you are infected with some kind of adware.

Try scanning you computer using antivirus or antiad/spyware to see if anything is picked up.

if not then try a onlinescan

Check out this thread for links and scanners:

http://www.gnutellaforums.com/showthread.php?t=41432

if that doesn't work either then visit Norbiesworld for help (step 5 in the thread)