The library is not a place for holding files as such, it is just a reflection of what is on your hard drive, usually what's in your Shared folder.
Open Explorer and look for C:\Program Files\Limewire... in the Limewire folder there should be a Sharing and an Incomplete folder. Check to see whether any of the files are in the Shared folder.
If they are not there...do a search for a name of a song that you know you had and see where it's stored.
If you find any of the files, move them to the Shared folder of Limewire.
When you've done this.. make sure LW is pointing a path for your new downloaded files to that folder. Tools>Options>Saving. Make this point to your 'Shared' folder.
If Saving and Sharing locations are the same - you shouldn't have any more trouble.
It's best to move your files around in Explorer when LW isn't running.
I'm not explaining this very well, but I hope it helps