if your "music" folder is in "shared", i would guess that's why you're losing downloads.

if you move your music to another folder "music" you shouldn't have to delete it from L W, (it's already gone). but you do need to "stop sharing that file. otherwise no one can find the files. next time you sign on it will refresh your library. or do that yourself.

i guess the next question would be "why wouldn't you want to share your music??"