Well i went too the limewire folder and all that was in it is Incomplete, Saved, Shared, and Store Purchased.

Which OS are you using & which version of LW?

In the latest version of LW there are 2 folders named LimeWire (I use XP so these are the XP locations, Vista might be slightly different?)...

1. C:\Documents and Settings\your username\My Documents\LimeWire. This LimeWire folder contains Incomplete, Saved, Shared & Store Purchased folders.
This is not the place to look for the themes folder...the themes folder is not within this LimeWire folder.
It sounds like this is where you're looking

2. C:\Documents and Settings\your username\Application Data\LimeWire.
This IS the place to look for the themes folder...the themes folder is within this LimeWire folder.