If you're using mac osx then there's a backup utility you can use for your downld prefs. If you're using windows, then all I can suggest is manually backup your downld prefs every few hours or so. ie: Go to LW's Library window, select Incomplete folder, press Explore button. This will open the folder for you. Then Copy "both" the downloads.dat & .bak files to another location. If you LW crashes, then before re-opening LW, replace the downloads.dat & .bak files in the incomplete folder with the ones you backed up.

It would be nice to find out the cause of your crashes.