You can try searching for the downloaded sounds by going to Start>>Search or going through your limewire files.
You can find limewire files under Documents>>limewire>>saved or by clicking the "explore" button on any downloaded limewire file while limewire is opened.
If the files show up there, they have been saved, but may be infected and will not play on your computer. If you still cannot open them via going directly through your files it would be a good idea to just delete them, in case your files are infected.
Search for your songs again and download them from a different limewire file to see if it works from a different file.