i can't understand how i download limewire, please don't use computer language??

Ok heres my probelm, i go onto the lime wire website on to the down load bit and it gives me choses do i download on windows (alternate site), (gnutelliums), (europe) which one do I chose?
I chose europe cause thats where i live i then the quick time logo came up looks like a timer with coulered squares behind it waited about 15 minutes then it changed to a symbol of film negative with a bit broken off at the bottom. From that I assumed it was downloaded because it said done in the bottom left hand corner. Went into programs to find but wasn't there.

How do i download it so it goes into my programs, I appreciate anyone who helps I must sound really thick but I don't understand all this java buisness you all write in your threads.

Thanks very much
Anne

p.s is this the best napster like program around or can you recommend a better one?