Fudgie unless there is a specific reason you are trying to install Limewire, I would recommend you use one of the many Torrent sites to download stuff (being respectful of copyright laws and all that good stuff).
One of the most popular programs for downloading Torrents is a product called BitTorrent:
http://www.bittorrent.com/?client=bittorrent6300Once you have installed BitTorrent, you can browse many Torrent sites to find stuff to download. One of my favorite is BTJunkie
http://btjunkie.org/This haven been said you might run into the same problem you are having with Limewire if you have a firewall closing off access to the port needed by the application. Default port for Limewire is 6346 and the default port for BitTorrent is 26155. If you need help, shoot me an email (email address is in my profile) and I will try to help.