The short answer: Into the default folder, "Saved".
The long: When you installed Limewire, it creates two (2) folders. One is found under "Program Files" on whatever drive you have that located. Ex. C:\. The other is located under the "My documents", or whatever your particular default is. Simply open that folder and look for the "Limewire" folder. THIS is the one you want. Open it and you'll find three (3) subfolders... Incomplete, Saved and Store Purchased. The "Saved" folder is where ALL downloads will appear. From there you can move the files to wherever you wish after any renaming you do, should you wish.