I just downloaded Limewire for the first time and once it was downloaded there is an icon for it under my downloads but it won't run! What do I do?

I presume you are running windows & not mac or linux which you failed to mention.

1. Setting up an exception for LimeWire in your software firewall (click in link)

2. Reinstallation suggestion: http://www.gnutellaforums.com/333278-post2.html

I am running Ubuntu. Is it as easy as setting up an exception? The issue is though it doesn't even give me the option to run the program... When I click on it, it loads and loads and then says it's done but with no result? =/

Try uninstalling java then reinstalling it, that worked for me ;]

I have fixed it! Thank yall for the help.

I have done all this and it still wont start bar gets halfway and it closes
nothing showing in processes

Try this Reinstallation Technique