Help Please
 

http://img.photobucket.com/albums/v737/jlacks/What.jpg

How can I change the icon to the winamp one?

Use this example same principle but instead apply it to mp3's & other audio types & select winamp instead for the default player. See Setting Default video app

I tried that still dosen't work

Well it worked for me. I tried refreshing but only 2 files changed their icons. That might be due to my slow windows. But closing & re-opening LW certainly did the trick. (Sorry if it takes a while to open the sample image below.)

Go to your LW Library window, select Saved Files folder & press the Explore button. Sample image here: Using Library Explore button to access downld folder (click on link) Then change which program opens your mp3's.
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I have a lime wire library in my itunes that will not download to my ipod. I have tried to drag the songs and what you suggested above....I am not sure if I need to start over with the downloads or what...?

You can't! Simple as that! The LW Playlist in iTunes can be played but that's all. To copy songs to iTunes Library & then to iPod, you need to properly add them to iTunes. So totally ignore the LW playlist. See instructions here How to transfer music to my iPod (& iTunes). I'd also recommend using the manual updating of your iPod, not auto update.