Which version of LW do you have?
When you deleted the files from LW, did you use the 'send to recycle bin' option? If you did, you can restore those files from your recycle bin.
Use your computer's search to look for some of the file names that you deleted... if they were saved in more than one place then you might still have copies on your computer. Files aren't actually saved in WMP - you need to have the files saved somewhere on your hard drive so that WMP can play them.
If you can't locate the missing files, have a look through this thread (click on blue link) for some file recovery advice:
DELETING FILES FROM LIMEWIRE LIBRARY-DON"T! - File recovery advice!
If you want to remove files from LW's library but still have them saved somewhere for WMP to find, you'll need to move the files from LW's saved folder into another folder somewhere. If you need to know how to do this, let us know which LW version you're using & we can give you more info