It seems to be apparent that the problem is not LW, but rather something else on your system causing LW to behave like it does.
The Incomplete folder is usually at the same place as your Shared folder. In my computer I can find it " C:\Documents and Settings\Administrator.<my computer name>\Incomplete "
The .dat and .bak is inside this folder. After you've uninstalled LW, you can search via "START>Search>Files and Folders" for any remaining file of LW (type limewire in the search query) and delete them. When uninstalling LW try to use the uninstall.exe, which you can choose via START>Programs>Limewire>Uninstall.
