magnet links are similar to weblinks. If you click one of them, it should start LimeWire.

Make sure LimeWire isn't in your autostart folder.

hit ctrl-alt-del and kill all LimeWire and java processes.

And if nothing else works, try renaming the LimeWire folder in your "program files" directory to e.g. "LimeWire2". Whatever was starting LimeWire should not be able to find it anymore.