The limewire program itself is legal. It's a file shareing app and you have to click that you won't use it for copyright violation to download it.
Some countries have different laws. In some places it's ok to download but not share. In other countries it isn't ok to download copyrighted materal. Basically if you can buy it in a store then it's copyrighted.
Having limewire does not give you any rights, even if you purchase the Pro version. You can find more info by searching the forums.
More info can be found here:
Copyright Information
Adult Material/Content, Legal Topics, Sharing files, and what Members Have Posted
June 17th, 2006
Are LW illegality?
I know i'm newbie, but WTF 
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