See if this works for you...
Firstly plug in your mp3 player....
Go to your shared folder outside of limewire, to find this folder you need to select a file from your LW library and hit explore....
Now you should have a window that contains all your downloaded files...
(you can close LW down now if you want)
Right click on one of your mp3s
select send to
select the drive that your mp3 player is pluged in to (ie mine is E drive)