Hello and welcome to the forums. What program are you trying to open and what operating system are you using? Often when I download a program off of LimeWire they are either in .sit or .zip or in another format. When I just double click the program it opens up in LimeWire. You need to open the file with Stuffit Expander. What you need to do is search for Stuffit Expander on your hard drive and open it. Then go to the File Menu and come down to Expand, when the window comes up find the program and click the Expand button. If you don't have Stuffit Expander you can download a free copy from
Stuffit.com. I hope this solves your problem.