I'm assuming you're using OS X, since you're in that message group

When you download Limewire from www.limewire.com, you should end up with a file called LimeWireOSX.sit. What happens next depends on how you have your browser set up--Netscape will usually direct Aladdin Stuffit Expander to automagically decompress the file. I think Microsoft IE will do the same thing (if you're new to Mac I'll bet you're using IE).

You should end up with a file called Limewire Installer. Double click this file. It should open the installation process. Follow the instructions in the installation wizard. When it's done, you should end up with a Limewire Folder in Applications (Find this in Home-->Applications-->Limewire) Go to the Limewire folder and click the Limewire icon (looks like a green plug) unless you get an alias on your desktop. IIRC, it asks you where you want your alias--if it does, then tell it to put it in the Dock.

Try this again--if you have more problems write back and tell me exactly what you did and what happened and I'll try to help you