I have have Pro Lime wire ,
My problem is when after I download then "Explore" my new downloaded song my computer Automatically opens up "A NEW SHARED FOLDER" this takes time away from me. Because when it opens that new (shared folder) it takes time to load all thouse thousand songs and then search for my new Download. How can I have Lime Wire "Explore" my new download in my currently opened shared folder. ??

Arrange the folder by date modified in list mode & you should find the file at the top of the list. This is what I do on Mac OSX.

When LW version 5 finally comes out, instead of an Explore button which shows you the folder, it's been replaced by a new function which highlights the actual file inside the folder. This 'is' what you desire I know.