Limewire is a Peer 2 Peer file sharing program. It allows you to download files off other people in the Limewire network (I think, it could be a more general network, I'm not that familiar with it)
anyway, you can download it here:
http://www.limewire.com
Personally I'm going to try to download the Impossible Music Festival using a Bittorrent client.
Bittorrent is a slightly different form of file sharing in that the end result is similar, but the way you look for files and download is slightly different.. With Limewire you would just open Limewire, search for your files, then download what you can find. I would say that you would be better off downloading the Impossible Music Festival (I've seen the whole thing at about 3.2 Gig) with a Bittorrent client.
With Bittorrent you must first download a Bittorrent client (there is more than one):
ABC is a simple and reliable one to start with I think:
http://pingpong-abc.sourceforge.net/
Azureus is a good one I use but you must first download the latest Java JRE (which adds one more complication for the beginner)
http://azureus.sourceforge.net
(other clients can be found here:
http://home.quicknet.nl/qn/prive/romeria/howto1.htm)
Next you must find active torrent files (.torrent files) that essentially point to the files you will to download.
www.isohunt.com can be good for finding torrents for files you may want to download
HINT The pirate bay is also good:
www.thepiratebay.org
A search for "impossible music" may turn up interesting results
So once you find the torrent file you want, if it hasn't already opened in your bittorrent client, open the torrent file now. Hopefully you will now be downloading. If not, please be patient because sometimes new torrents will take a while (a day or so in some cases) to "warm up" so to speak.
Please, once your download is finished, keep your bittorrent client open with that file for some time.. The reason for this is that just as you downloaded the file from other people, others must be able to download it from you.. If you download then piss off without uploading you leave other people in the lurch. So please leave your client open after your download finishes (this is known as seeding).
Anyway, that may not have made much sense. Sorry if I didn't explain too well..
More info on bittorrent can be found at:
http://en.wikipedia.org/wiki/Bittorrent