Littlesong
Lets see if i can help you.
You have a folder on your desktop that is a shortcut for all your downloads to go into? Called "Saved" or "Shared"? Do this, (hopefully you running windows xp) Start\MyComputer\Local Disk(C)\Programs\Limewire\ now find the folder called Shared. If you can't or don't see it, make a new folder and call it Shared. Ater doing so, right click on the new Shared folder and "Send To" desktop as a shortcut. Open up your Limewire and do this: click on Tools\Options\Saving. In the Saving Directory, make the directory read: C:\ProgramFiles\Limewire\Shared. Click Apply then Ok. Your set on that part.
What program are you using to burn to your music to cd-r's?