I need a little help on EXE files. I have burned them, but nothing works, what am I doing wrong.

Probably a bad file

Limewire is not a good place to download programs, because of all the viruses and other malware being shared on there. You should scan your computer to be sure that you haven't got infected and of course delete that file

Unless you know exactly what you are doing I would suggest that you stay away from .exe , .com , .zip and .rar files.

Also check out the Sticky's in the various forums to help with your use of Limewire.

Starting with this one:

Sticky : WARNING: Viruses on network you should be aware of! (Click on me, I'm a link)