The limewire playlist within iTunes is simply a playlist. The actual songs still remain within the LW downld folder. So what you need to do is Add the songs to iTunes so they're imported into iTunes' own music library before you can add them to any iPod. Ignore the LW playlist within iTunes. You can only play that playlist you can't copy the songs from the LW playlist. See how to do it properly here
How to transfer music to my iPod (& iTunes) as there's several techniques.