The default location for your files is C:\Documents and Settings\"your account name"\Shared. Unless you've changed it, the files should be there.

To change the location of your saved folder. Open LimeWire and go to Tools>Options>Saving, and browse to the location of your folder. It should be at C:\Documents and Settings\"your account name"\My documents\(name of the folder). Click select then apply.

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If it ain't broke, fix it till it is!