Well I dunno about mp3rocket but for LimeWire i haven't heard anyone getting tracked and sued.
but i heard they are tracking the COMPANY that makes limewire itself. You have the right of privacy and well, to make sure, stop sharing files. Virtually it is impossible to know unless you receive an email that say you have been caught using limewire! surrender now or prepare to fight! which is really unlikely.
To make it clear, check this link;
http://answers.yahoo.com/question/index?qid=20080328150138AAzkBz9