One way is to delete them from both your Downlds window & your Library window, but be very, very careful when deleting files from the Library window!!!! Once they're deleted they are gone from your Hard disk drive!!!

In your Search/Downld window, go to the Download pane. Click or double-click on the top of the Progress column bar. This will arrange them in % size of those that are 0% at the top. Select those that are 0% & press the Stop button. This will clear them from the list.

In the LW Library window, select the Incomplete folder. Click or double-click on the top of the Size column bar. This will arrange the files by size so all those that 0 KB downloaded will be listed at the top. Now you can select them & press the Delete button. Again, do this with care & take your time. Don't rush into it. If you make a mistake there's NO going back!

As a side note, the last time I pressed the Stop button on the dwnld it also cleared it from the incomplete folder. I don't know whether this was an odd thing or something new that LW 4.2 has introduced. But after Stopping those that are at 0% progress, you can check your incomplete folder in the LW Library window to see if there's any files at 0 KB.