When I try to download .exe files they won't start. All other file formats is working well. Can someone help?

While I am not currently familiar with LimeWire I would assume that, as with most clients, LimeWire has a default setting that inhibits the downloading of .exe files.
This is for your protection.
I am sure that there will be a 'settings' page where you can alter the default and enable .exe file downloads.
But, beware of those files. Be certain to check their 'properties' BEFORE running them. If not, you will run a very great risk of installing viruses or a Dialer. The first is a pain but the second will cost you real money !

One of the many, many very experienced and helpful LimeWire regulars will certainly answer you with step-by-step details.

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