Hi dannygirl2188,
To find where your downloaded files go, open LW and go to Tools>Options>Saving, and it will show where your saved folder is. By default it's C:\Documents and Settings\"your account name"\shared.
If you still can't find them, go to the library section in limewire, hi-lite the file your looking for and click the explore button. Then the folder will open outside of limewire.
Lastly you can search your hdd for missing files. From your desktop click Start > Search > all files and folders, then search for the files.
Hope this helps
. If your using itunes, it may be different, I'm not sure
.