you are using windows, right?

gnutella allows to share not only music, there can be almost any type of file. so you probably didn't download a music-file.

the "picture for the file", ist determined by the extension, of the file. a file ending with ".mp3" will (usually) be a music file, and will also look like this.

unfortunately, windows usually doesn't show that extension, so you can only determine the typ of the file, by the picture it draws.
(forunately the win-explorer has an option to show them.)

what servent are you using?
you can tell limewire to look only for audio files.
others will only show you the extension, and you want to download a ".mp3"-file if you are looking for your favourit song

hth
- michas