It's just a bit of practice you need really, first install limewire if you haven't already, http://www.limewire.com/download/version.php
when yout on that link where it says Choose Your Platform: just choose your operating system, once you've installed limewire run it.
Now limewire should be running and ready to download songs, first on your top left of the screen where it says "Select Search Type", choose "Audio" now you've done that, enter the song you wish to download. when you've typed it hit the enter button on your keyboard then it will start to search for music, a list of songs will come up just simply double click on the song you want to download and it will begin to download.
When it's finished it will be automatically saved, now click on the "Libary" tab just above the "Audio" link you clicked earlier, now your on the libary in the top left of the screen click on "Saved Files" once then click "Explore which is located in the center of the screen next to the "Refresh" link.now your music will come up that's downloaded.
Plug your mp3 player in then go to "My Computer" then look for your mp3 player it's usually named as "Removable Disk", once you've found it double-click on it then it will open up, now simply copy and paste the music from the folder you just opened on limewire into the mp3 player you've just opened.
That's it keep doing that for each song you want on your mp3 player then remove your mp3 player from the computer then done.
Good luck. Hope my solution was helpful in some way. Further problems just leave a comment on here and i will get back to you a.s.a.p.