I think you're confusing Complete with Incomplete aren't you. Those files are the ones you've partially downlded. So partially downlded images or programs won't run. You should be able to open video files if they're more than a few % downlded such as say 40 MB or more.

The incomplete folder is where all your partially downlded files are stored. As soon as they reach 100%, then LW will move them to your downld folder (which is normally called shared by default.)