Again, THANK YOU LOTR...
I have got it working. I am happily downloading music.
I feel really stupid cuz I'm stuck again.

I wanted to try downloading one song to my MP3 player from Limewire.
If I understand the instructions correctly, I need to transfer the file from LW to My Shared Documents. It didnt work. I changed the .m3u to mp3 as it said as well...I get error PX.dll not found. Any ideas?