Once the download is complete it hangs out and says can't move to file. I hit launch. Since i have it set up to use iTunes (OS X) it goes to the main library of songs and you should be able to find it there.

i only have this problem once in awhile. usually if i quit Limewire and log back in its fine. I don't know what causes it but launch should send complet and incomplete downloads right to iTunes. Can't help Windows users.