Which OS are you using??
Which version of LW??
Are the songs in your iTunes library (under music) & do they play ok??
Do you also see the shared 'your name's LimeWire tunes' playlist?
Did you use your computer's search to look for some of the file names??
If the files play in iTunes then they're saved somewhere on your HDD. Try looking in C:\My Documents\My Music\iTunes Music... are the files there? If they are then you can add that folder to LW's library. Otherwise, search your computer for the files & see where they're saved.
The link in post #2 has info about how to add folder to LW's library.
See the link below if you're using the new LW 5.
LimeWire 5 - Adding folders to library, sharing/unsharing files, removing folders - Windows.