I can download all the music but how do I then play it? It never shows up on itunes library? But when I click to play the music Itunes boots up?

I don't have experience of iTunes, but most players work in the same way.

When you d/l music it automatically is associated with the player you use. But your player doesn't know the path to these new files - you have to search for it while in your player and launch the file, then it will be listed in your players library.

If you want to change your player at any time, you can re-associate all your files with any player of your choice.

Section 4 of the FAQ explains this..
LimeWire Troubleshooting FAQ

There is lots of useful information in the Troubleshooting FAQ if you take a look.

Hope this helps

__________________
~Kath~
Always judge a person by the way they treat someone who can be of no possible use to them

Assuming iTunes is othewise working, drag the files into your library. Drop, double-click, enjoy. Do your music files show up with an iTunes icon when downloaded? If that's your program of choice, make sure it's selected properly in File Exchange Control Panel. If the icons are plain, then no audio program is linked to your downloads at all. Just pick one. QuickTime works well (select in File Exchange), and the files easily load into iTunes.