The download should come to you in a compressed form as a Stuffit file. Stuffit is a standard component in the Mac bundle and you do report that you were able to unpack the first version of Limewire you downloaded which would confirm its presence. Are you certain that you have not downloaded a version of Limewire to your HD? If Finder locates it, you should be able to use Stuffit to uncompress it. If nothing has been downloaded, that would suggest either something seriously wrong with your download manager or with the save to disk routine and running a system repair through Utilities might be a good idea.