Is Limewire still running? You can't delete files that are in use by another program. So, if Limewire is either downloading or uploading these files, you won't be able to delete them.
Look in the system tray (bottom right of screen)...do you see the Limewire Logo? If you see it, it is still running.
Good Luck
Dano
P.S. If you still need help, post back.