Protected? What file format were they? wmv or mp3 or m4a or aac? Some files are purchased & have protection that disallows them being shared to others apparently.

Your LW Library window can be opened by pressing a tab on the main interface. If you can't see it then go to LW's menu View>Show/Hide & select Library. If you're refering to your downld folder. Then go to the Library window & select either Shared or Saved Files & press the Explore button. This will open the folder for you.

The default location for the downld folder (called Shared by default) is: C:\Documents and Settings\"your account name"\Shared

But some people change the name & location of this folder. To find out its name & location if you still can't find it, go to LW's menu Tools>Options>Saving & this will tell you the folder name, location & directory level/address.