First of all I did the search for my problem but everything about it is old and I never actually saw a fix. My problem is this, I go to the download page for LimeWirePro that I purchased. I go to download it and it does, when the install wizard comes up I get this error message

ERROR OPENING FILE FOR WRITING:

C:\PROGRAM FILES\LIMEWIRE\COPYING

CLICK ABORT TO STOP THE INSTALLATION,
RETRY TO TRY AGAIN,
IGNORE TO SKIP THIS FILE

I have been trying to download this thing for a month and its the same old stuff. What do I need to do to get it installed.

What Java version have you been using? Some people have had problems with JRE 1.6.0_01. If that's the verison you're using, try this latest Java 6 update 2 instead. Use the JRE offline installer & remove your current Java version before installing this one.
Java SE Downloads

If that Java version's no good then try this older update. Same deal with deleting other Java versions before installing this one.
Archive: Download Java 2 Platform Standard Edition (J2SE) 5.0 Update 11

Now, delete LW's preferences folder when LW's properly closed. See point 3 here & also point 2 if you've used older versions of LW in the past (there could be a folder in either location).
Fixes for LimeWire
This will kill all of your settings within options, you'll have to go back through afterwards & reset things. If you're not sure of your settings, go through LW's tools > options & write them all down, so that you can reset things later.

Now reistall your Pro & see how it goes

Thanks for all your help and i did everything you said. I went through and unistalled everything and then deleted the files. I then downloaded the Java and then tryed to install LW Pro and the same thing is happeing.. now what???

Hmmmm...try using the 'other' installer.
Installing using the 'other' installer