1- if you don't select your entire hard drive to share, no one will have access to it. the only files other users have access to is the folder you designate as Shared.
2- it means that the user(s) who has the file you are looking for either went off the network, or the number of people currently downloading the file from that user has reached the limit - you can put a limit on how many people can download files from you at one time.
3- the connections in green are more accurate than the ones in black.
4- your playlist is just a file management window, not the actual files. as you already know, you cannot save files "inside" any application. if you go to LimeWire->Preferences->Saved, you will see exactly where your downloads are being saved - most likely, in your user directory under Shared. you do not need to move these files to be able to launch them in any application. if you have music files you want to play in iTunes, simply open up iTunes, then drag the files onto the iTunes interface, to automatically create a playlist.
zbell