your songs are downloaded into your Shared folder, unless your Shared folder has somehow been changed to read-only, or you have run out of disk space. If you go to Tools-Options-Sharing, this should tell you which folder LimeWire is designating as Shared; those files in your Shared folder should show up in your Library - again, the Library is not a directory; it is just a file manager, that should list the files that are located in the Shared/Incomplete folders.

zbell