Use control-alt-del & stop all mentions of limewire. Then try again. If still problem, then tdeleting your LW Preferences folder whilst LW is
closed; instructions here:
Point #2 & 3 in Fixes for Limewire (sample image included at bottom of page.)
Some people use the iTunes music folder as a downld location but it's not something I would recommend. An alternative is to set your music download folder as the iTunes music folder (I still don't recommend it);
How to Change download location (click on link) (specific for folders)