hey thanks yes it is in " my limewire tunes" but the problem is when i right click i just get 4 options "get info, uncheck selection, show in playlist and copy, it does not allow me to delete, i have tried shift delete also.

Okaaay...if you're trying to delete from that playlist it won't work. Because those files aren't actually in the iTunes library.
Did you try to delete the files from LimeWire's library? Or from your saved folder (go to LW's library, highlight a file & then click Explore...saved folder opens)? Just remember what I said about being sure, before you delete files from LW's library.

I tried all the ways explained here to solve the same problem and I cannot delete the files from my itunes.