In LimeWire go to tools options saving and see waht loacation your saving to. Remember/right down location. The I LimeWire go to tools options sharing and see what the location of your sharing file is remember/write down location. It might already be the same. If so it is saving and sharing in the same folder. If not you can go back to saving and enter the location of sharing folder to save to. Both folders should be the same them.
A moderator will probably move this thread to the proper forum location.