I fianlly found this in the user's guide again. I am 99.99% sure that I found that the "Could Not Move To Library" message was also associated with invalid file names. I'm still looking. (Below is a link to the page in the user guide that contains this info and I also pasted the para. with the info on the "Could Not Move To Library" message.)

http://www.limewire.com/index.jsp/userguide/search

Couldn't Move to Library: Means your downloaded file couldn't be moved to the Library for some reason. It's possible there was already a file in the library with that name that couldn't be overwritten for some reason, or maybe the save directory in the library had been moved or had otherwise become inaccessible.