I know what you mean. The first thing I did, before downloading anything was try to add a desktop link. It took a while, but I have it working now. The basic steps are:

1.) Create a shell script in your home directory that moves (via cd) to the LimeWire directory, and runs it there. Limwire likes to be run from the Limewire directory. (I point to runLime.sh). The script should contain CLASSPATH information (don't ask me why, since it's in runLime.sh, but I couldn't get it to work otherwise).

As an example, here's my script, called 'execLime.sh':
*************

#!/bin/sh

# tell it where your jre is
PATH=/usr/java/j2sdk1.4.0/jre/bin:$PATH:$HOME/bin
export PATH

#set this var (like runlime.sh)
J2SE_PREEMPTCLOSE=1
export J2SE_PREEPMTCLOSE

#set your classpath (like runlime.sh)
CLASSPATH=".:LimeWire.jar:collections.jar:xerces.j ar:j1011.jar"
export CLASSPATH

# move to where runlime.sh can be found
cd
cd /home/pinhead/LimeWire
sh ./runLime.sh

******

2) Once you've built the script, do the usual to add a link (like you did for Opera probably, Create New->Link to Application). Have it run as a user, and not as root. Just put /home/<username>/execLime.sh in the "command" textblock under the "Execute" tab.

3) change the icon to whatever you like under the "General" tab. I can't find a Limewire icon, but there are some cool ones at kde-look.org that you might use.

Hope that helps,
Pinhead