Download it onto your computer, then transfer it over via a cable/bluetooth. I pressume if your phone can play music it will have come with a cable or something to allow you to move files over from PC?
Just because the song appears in the list on Limewire doesn't automatically mean you can download it,as there may not be anyone online to get it from. Always check the number of seeders to ensure you can download.
Also I presume you are allowing your firewall to access Limewire
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