You can't actually scan before downloading....
You need to scan the file before playing it like cootmaster suggested...This way you will stay safe and won't let the virus onto your system....
To scan before playing go to your shared/saved folder (outside of Limewire) you will find this folder by clicking on one of your files in your LW library and clicking explore...
Right click on the file you just downloaded and select scan with whatever your AV is....Once scanned your AV will let you know if the file is safe or not....