Your connection was broken somewhere along the way.
I know this sounds strange, but, sometimes I have lost all connections with my hosts and still been able to continue to download by Forcing Resume. Don't seem possible does it- but it's true.
You can resume downloads by searching again for the same songs - they must be very close in size for it to work well. There are some instructions in the FAQ
LimeWire Troubleshooting FAQ
Good Luck