Hi Blonde person
You need to go to Limewire options or preference > saving > saved folder and check the location of the folder. Then go to the folder and open the files using your media player from there. You could copy the files to your media player folder or move all the files and reset your download folder to the one for your Meia player.
Personally I have iTunes and all tunes are automatically loaded into iTunes itself, which is neat. It depends which player you are using as to the exact details. let us know if you need more help.
WARNING Do not try to "delete" files from the Limewire Library. You will remove them instantly from your hard Drive.