When you close your Limewire (LW), make sure it's totally closed before you shut down your computer. Otherwise you risk corrupting your downld preferences. That's what it sounds like is happening. Other options are you've selected more than one title of the file you're after & the next time you open LW the other one starts instead.
To be on the safe side, try deleting your LW Preferences folder whilst LW is closed; instructions here:
Fixes for Limewire