Under the LimeWire name at top left of screen (next to apple icon) is where you find preferences (as with most OSX programs.) The keyboard shortcut is Command (apple key) & Comma
⌘ ,
You can still share incomplete files by allowing Partial File sharing. If nobody shared their files, then you would have nothing to download. Unless you're a major downloader of tens of thousands of files, nobody would really take much notice (if you are in an area where p2p is not legal.) Attention of authorities is usually toward such & also such things as sharing files of videos or music that's only just been or not yet officially released.
Answer why I should share my 12,500 files with someone who does not wish to share?