I have downloaded an antivirus program which I suppose is for Mac since it is named bla, bla, bla Mac, the type it sais it is SIT. When I try to launch it from the library nothing happens. Can somebody tell me what is wrong? Did I download the wrong file? How do I know which files to download?

go find it in your shared directory through the Finder.
If you didn't change anything during your installation process here's where it'll be.
Click the Finder icon in the Dock.
Click Applications in the tool bar (It should look like an A made with a paintbrush, pencil, and ruler.
from there find the LimeWire folder.
open it and find a folder called shared.
In there find your file. try and oen it from there, if not find stuff-it expander in your/Applications/Utilities folder and drag the file to Stuffit. if that doesn't work, I don't know what to tell you except that maybe the file is bad.