In that situation I would probably delete my LW preferences folder. But just remembering all my settings. Try deleting your LW Preferences folder whilst LW is closed; instructions here: Fixes for Limewire The preferences might be corrupt or something. It sounds confused then. BTW did you use the Explore function from the LW Library window, use it on both the Saved Files folder & also the downld folder.

Did you search the computer using your OS search function for the file?