What "download screen" do you mean ???
After clicking on the LW icon on your desktop, there should come up a splash screen starting to load LW. And after that, the LW window should appear and in that window (you actually can read about it at the bottom of the window) LW will load your incomplete files. It will also load your shared files (which you should also see at the bottom of the window a little to the left).
I rechon you search for your files using Desoktop>Start>Search to make sure that your files are still on your computer.
And if the procedure with opening LW doesn'e happen as described above, post back and let us know where you got your LW .exe from and explain also more in detail about the "download screen".
