As long as it's just opening the once (not popping open all the time & refusing to stay closed), try deleting the preferences folder when LW's closed. See points 2 & 3 here
Fixes for LimeWire
Doing this will kill your options settings, you'll have to go back through tools > options & reset things afterwards!

If LW is popping up & won't stay closed, it's a virus. See point 4 here
WARNING: Viruses on the network you should be aware of
There's a link to Norbiesworld within that thread, he offers free computer help.