It shouldn't happen. What happened to me was when I had more than one version on my comp & decided to jump back to LW 4.0.4, then the incompletes refused to load properly. And it happened more than once. From LW 4.1.7 backwards. So keep that in mind. But for new versions you 'should' be safe.
If you have doubts, go to your incomplete folder & make a backup of both your download.dat & dwnld.bak files. These hold the vital info of how much each file has been dwnlded.
After you install softw (incl. system softw), you should do a Safe start & repair permissions:
http://www.gnutellaforums.com/showth...6094#post96094