Are you using BearShare or Limewire? This is the BearShare forum. If you use LW then this is a common thought by people who don't take time to notice where their downlds folder is.

OK so you posted in the LW forum also. LW Dwnlds can be found here: Tools>Options>Saving will tell you the name & location of this folder. If you're using LW 4.2 then you'll find a folder in LW's Library window called 'Saved Files'. Click on this foldre name & press the 'Explore' button. This will open the folder up for you.