You could manually backup the downloads.dat & .bak files at the end of each session. I know for Mac OSX someone created a backup system of their own using a special utility. I use it myself; http://www.gnutellaforums.com/showthread.php?t=56080
It would be good if someone developed one for windows. This problem is more common on windows.

I've also noticed about the orphaning of incomplete files but that's something that's been naturally occuring for a long time. My very 1st post on the forums was in regards to incomplete files in red. Earlier today I made references to this issue here http://www.gnutellaforums.com/showthread.php?t=56080