Question:
When you say all of your files are deleted where are you looking for them?
By default files downloaded by Limewire are placed in the library in the folder named 'shared'.... I know of no setting within limewre that will cause the action you are reporting... I am curious that you may be looking for your downloaded files in the wrong place.
In windows downloaded files are , by default in;
C:\program files\limewire\shared |