I also had this problem, may I suggest that shutdown is re-worded in the preferences It implies, or at least it did to me, that your computer would shut down after a download.

By default you should be able to Quit limewire by the normal methods, and selecting 1 option in preferences "prevent 'Quit' during transfer' would be better, perhaps even grey out the Quit option in the menu when this is selected.

Gary.