Well, what you could do if that downlding file is the only important one in the present list is:
Close LW, go to the incomplete folder & make a copy of the following files: the incomplete file you're downlding, also the download.dat & .bak files & move them off the computer somewhere. Then do your system restore. Then return those files to the incomplete folder whilst LW is closed. Else wait until after the file has downlded & then do the restore.