I'm not a Vista user but try this advice...
http://www.gnutellaforums.com/genera...tml#post273388 LimeWire Forums - View Single Post - Missing files...
When people are having this problem with Vista they need to make another save folder. I have set mine up in the following manner. D:/LimeWire/Incoming then I pointed LimeWire to save the files in the incoming folder on the D drive.