Acquiring music without the permission of the copyright holder is illegal in most countries, regardless of how you acquire it. So if you record it off the radio or borrow it from a friend, or download it from a web site there's a chance you could get in trouble. The same applies to LimeWire and other P2P systems. There's nothing special about swapping music over the Internet that makes it more illegal than trading CDs with a friend, and nothing special about LimeWire that makes it any less legal than a tape recorder or web browser.