The orange warning banner with the padlock was added because there's been 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
What happens when you try to download...do files move into the download pane & get stuck needing sources, or do they not move into the download pane at all??