Hum ... bits of your post like "button next to launch or something, I forgot, well anyways after that, i will click save as then you know, " make if somewhat hard to follow, but if I catch the drift correctly, you need to go to your save/download folder for Limewire which is at the location indicated in Limewire>tools>saving>save folder.
Alternitively, you can go to the Limewire library and click on the files you want to move and select explore, and this will take you to the folder(s) they are in.
Once you have found the files themselves, you should be able to move them as you want.
Please be very careful not to delete any files in the library, as this will TOTALLY delete them.
I hope this helps