The Microsoft antivirus software I installed yesterday detected some malware in some MP3 files that I had on my computer.  They came from a friend and were of spanish music.

Here is the warning I received:

Here are the details of the TrojanDownloader:ASX/Wimad.BD malware that was found.  In Summary:

TrojanDownloader:ASX/Wimad.BD is a detection for malicious Windows media files that are used in order to encourage users to download and execute arbitrary files on an affected machine. When opened with Windows Media Player, these malicious files open a particular URL in a web browser.  The sites contacted, and files downloaded by TrojanDownloader:ASX/Wimad are variable, and may change over time and from instance to instance of this trojan downloader.

It seems your computer can not be compromised unless you ignore warning messages that clearly state something is not right.

I use to use LimeWire but no longer do.  You  have to be very careful when you download MP3 files or anything else from untrusted sources.