I don't use Vista, so sorry if this doesn't help.

Are you using LW's online or offline installer? Use the offline...less chance of any corruption. When you click to download & a dialog box pops up, cancel it. Now use the option to download the offline installer.
Lime Wire » Download LimeWire

Which version of Java are you using? Make sure that you've only got 1 Java version installed at a time. If you've got the latest Java (1.6.0_04), try this older version instead. Use the JRE offline installer & remove your current Java before installing the older one.
Archive: Download Java 2 Platform Standard Edition (J2SE) 5.0 Update 11

Yeah, i have nothing wrong with downloading, its when it gets to the setup screen, like in the screen caps i posted when im having the problem...

c'mon guys help me out, you can't tell me NO ONE has had this problem before...