The orange warning banner with the padlock was added because there's a bogus LW update showing up in search results. It's a 75.7 KB .exe & shows up as "Urgent LimeWire update - download & install now". If people download that thing they could end up infected. To try to prevent people from downloading a dangerous file, the warning banner was added to LW's interface.
The padlock symbol doesn't apply to music, movies etc...just to LW updates.

When you click to download, do files move into the download pane? If not, try the advice here
License (click)

Or, do files sit connecting for ages & then get stuck needing sources forever?If that's the case, you're probably seeing fake files.

If you're searching for music files, use the All Types search & search for artist or album rather than song title. Go for a file with 10 sources or less...stay away from the files with huge numbers of sources.
If you're searching for video files, always chech the file with Bitzi before download. If a file has heaps of sources but no Bitzi rating, chances are it's a fake.

Check out the threads below for more info & tips, including how to use Bitzi

Fake files showing up in search results

How to find music (tips for video also)