Are you using LW 4 or LW 5? Which security programs are you using?

1. Do you mean that you're having to reinstall LW & go through the setup wizard every time?

Some people have had problems in the past, where their anti malware program would (wrongly) identify LW as a threat & remove the .exe. So then, instead of LW opening normally, they'd end up having to reinstall (jand go through the setup wizard again).
Try disabling any antispyware/adware etc & then see whether the same thing happens.

2. Or, does LW open ok but your settings within options have all reverted back to the defaults? In that case, try deleting LW's preferences folder when LW's properly closed. See point 3 here & also point 2 if you've used older versions of LW in the past (there could be a folder in either location).
Fixes for LimeWire
LimeWire Pref Folder in Vista
This will change all of your settings within LW's options. You'll need to go back through tools > options afterwards & reset things to your own preferences.