One thing is for sure, you can NOT delete folders from within Limewire.

If you don't know where these folders are: (presumably within the LW dwnlds folder), Go to LW's menu Tools-Options & Saving. Here you will see both the name & path of the dwnld folder. Open Explorer & search for this folder using the name of the dwnld folder you just found out. Once found, open it up & select the folders you wish to delete (but 1st remove all files - drag & drop the mp3's that you put inside them to another location.) Once you have selected (highlighted) these folders, go to menu & File & press delete. Alternatively, you can select each folder & go to Edit & select Move to Folder... & select Recycle Bin. If you're confused about my description, write back.