You have to go to options in limewire and look what folder your saving your downloaded files in.....then go to tools in windows media player....search for media in that same folder
thats it...this process is not automatic so you have to do it whenever you download
but If you go to option in limewire and select player and uncheck use limewire player then whenever you play a downloaded song or video from limewire it will open withyour default player (widows media player) and then will auto matically be in your windows media player playlist....The only downside to doing it that way is if you listen to a song from limewire that is patially downloaded it will save that file to your wmp playlist so if you do it that way wait till its complete