Ok, describe your problem just a little (lot) more:

Where are files getting deleted from??
What version of LW do you have & did you get it from the official site??
Do you have an AV program &, if so, have you run a scan lately?
How long has this been happening?
Are the files you're downloading real or junk? See:

http://www.gnutellaforums.com/showth...threadid=41432

If things are being deleted of their own accord, first thing I'd do is run an antivirus scan, then spyware & adware scans just to be sure