I have disabled the limewire media player now when i preview a file its opened in windows media player by default but i want it to be opened by the vlc player how do i do this?

Use the same principle here as in the examples: Setting Default video app

How can I transfer files I download on Limewire onto another player such as Windows Media Player or iTunes?

How to transfer music to my iPod (& iTunes)
For WMP, press the media library tab & then the add button at top. Then direct it to where your music is.

By default your music is usually here: C:\Documents and Settings\"your account name"\Shared
But remember that WMP is simply a playlist reference player. So if you move or delete the songs after you create the playlist, the playlist won't work anymore. So put the songs somewhere safe 1st (such as iTunes Music Library.)