First off I'd suggest using iTunes (
http://apple.com/itunes ) and kicking MediaPlayer (when you can blame someone, try to blame M$ first :-) ).
How long did you wait, after the downloads completed?
LimeWire needs to verify files, before putting them into the download folder, so that you get, when you decided to download.
Besides: I'm no native English speaker, so your netspeech isn't that easy to understand. Could you try using common style?