You have 2 choices: http://www.limewire.com/english/content/skins.shtml

1. Download into LimeWire
2. Download via HTTP (via your browser)

The 1st choice is usuing a magnet link which if you click it will send the link to your LW. But you need to have LW open at that time. Unless you're using a dial up it should take less than a minute to downld & perhaps even just a few seconds. You'll then find it in your LW downld folder (which by default is called Shared unless you changed the name.) Magnet links are very handy & you can create your own to share with your friends!