Options means your settings within tools > options (speed, bandwidth settings, upload slots etc etc).

If you've deleted everything LW on your computer, reinstall LW using the offline installer here (the best way to remove LW is start > all programs > right click on LW & choose the uninstall option).
http://www.limewire.com/english/content/download.shtml

What Java version are you using? It might be worth updating that too. Use the offline installer (JRE) here (install Java before you install LW)
http://www.java.com/en/download/manual.jsp