Mac OSX (and related web servers) are a little bit strict on the kind of special characters a filename or pathname can contain:

* do not use slash (/), colon ( or period (.)
* "&", "@", ....
* filename as "my.local.directory" are not well handled.
* ..

So in your case:
(1) either the file you try to dl contains such awfull characters and Tiger refuses to save the file in the Shared folder: no solution because it is the fault of the guy you dl from (95% a Windows based machine)
(2) either your Limewire and/or Shared folder is within a directory the name of which contains such awfull characters

Phil