create a new folder on your desktop (right click somewhere on your desktop move your mouse to "new" then click "folder") name it something like "my music". Then open limewire but don't maximize it. then move the LW page over so you can see the new folder you made. then in LW go to library and in the shared folder "highlight" the files you want and drag-n-drop them into the new folder you made(left click the highlighted files then drag the curser over the new folder and let go)
hope this helps
hope I didn't insult your intelligence
pac