I am receiving this message when I download a file.

What does it mean? And what should I do about it?

"Limewire is unable to find a license for this file. Download anyway?
Please note: Limewire cannot monitor or control the content of the Gnutella network. Please respect your local copyright laws."

Now I understand the last bit, but would I check off yes to download anyways? Or check off "Always answer this way?"

And what is a Gnutella?!

Please send your response in forum as well as private message as I am not always online. And if responding, please state your suggestion in simple terms. Thanks!