If you're frequently suffering this issue then you should frequently backup your downld preference files. These are called downloads.dat & downloads.bak & are found in the incomplete folder. Normally these files should not be touched or tampered with. But make copies of them perhaps once every few hours. Then if LW crashes, replace the ones in the incomplete folder with the ones you backed up. Then restart LW. But you MUST ONLY do this whilst LW is closed!
It seems as though I lost an edit to my previous post. I tried to emphasise not having too many shared files & definitely not too many incomplete files. See
Tip: Purge the Downloads Queue! which will help to spriten up LW & greatly reduce the amount of VM that builds up. I'd suggest you do it with files that are zero KB or zero % downlded. Perhaps you could also apply it to those that are 100 KB or less. You'll notice the difference immediately as LW will start up faster.