CLick on my documents, then go back one folder, click on shared drive. All your files should be there. Highlight them, cut them, navigate to My Music and paste.
I think the problem your having is exactly where to locate your files outside of Limewire right?
For example, click on My Music, then in the address bar highlight the \My Documents\My Music part of the link and delete it. You should arrive at a screen that has a shared folder in it. Your Limewire files hsould be in there.