I use XP

Insert your SD card. Go to My Computer (I think in Vista it's just called 'Computer')... the card will show up as a storage device or removable disk or something like that. Double click on whatever your card shows as. Keep that window open & minimise it.

Go to LW's library, click on Saved Files, then highlight a file & click on Explore (bottom left)... your saved folder will open. Keep that window open & minimise it.

Now you should be able to have both windows showing on the screen (you can drag each one so that they both take up half the screen).

Within your saved folder, highlight the files that you want to move & drag/ copy & paste them onto your SD card.

If you paid for LW, I hope it was LW Pro. Basic LW is free. The only official site for downloading any version of LW is Lime Wire » Download LimeWire

There's no mention of 'endless downloads' on the official site, so it makes me wonder. If you paid a scam site for Pro then you've been ripped off. If that's the case, let us know & we can give you some more advice.