I beleave that is an typical Windows operating system pain in the neck...
What you do is find the song where Limewire downloads them. When you find it then right-click on the song and select "Properties". There should be a new window with a message that says "Opens With". Change to whatever player you'd like, but you may have to browse to find the player!
Note: Most likely all songs in this folder will change automatically to the same player that you selected for the initional song! Your videos shouldn't change though unless you do the same!
Good luck