do you mean the music files that you downloaded ? if that's the case open My Documents and there should be a folder called Limewire with two folders inside it : incomplete and complete
erase the files from both folders and that's it , but if you erase them you wont be able to listen to them on itunes , which means they will be earsed next time you sync your iPod ! i suggest you convert them to AAC format via iTunes and then delete the mp3 ones you downloaded.
i hope this is what you were looking for !