You don't need to resume them one by one! When you get to the incomplete folder select the 1st incomplete file, then hold SHIFT key & select all the others. Then press the Resume button. You can select multiple files at once by holding down the SHIFT key.
As Grandpa suggested, we need to find out why this is happening to you. I presume you have your LW set to shutdown immediately & not close after transfers have finished. It may be a java issue, it may be OS issue, may be your settings within LW, etc.