It downloads onto your harddrive. The default location is C:\Documents and Settings\"your account name"\Shared. So if your downloading from any p2p network you should have a good anti-virus running and scan your files before you open them. You might want to check out this thread:
WARNING: Viruses on network you should be aware of!.
Quote:
what is free to download on limewire?
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LimeWire is a P2P file sharing program. The files that are available are what other people are sharing from their own computers. LW does not control the content of what is shared and does not lay claim to any of it. The files you d/l are
free. The catch is that it is your responsibility to know what is legal for you to d/l, ie: copyright laws(if your worried about such things) and also to be aware that there are viruses being shared and there is content being shared that shouldn't be viewed by adults let alone children.
Finally make sure you get LW from the official site and not some scam site that will charge you for a program that is free.
Get it here:
http://www.limewire.com/english/content/download.shtml
Hope this helped
.