Every downld you select will create an incomplete file. If you cancel a downld, then you'll still have that incomplete. Also ... for some reason LW sometimes creates a 2nd or even 3rd incomplete file for the one downld.

Check that you haven't alread downlded those files or if they were ones you cancelled. If you really want to continue them then select them & press the Resume button which will force them back into the downld window.

But then again, if you'd like to clean up, then see Tip: Purge the Downloads Queue!. And apply it to files with zero % downld or less than 25 KB file size. Getting rid of incompletes not wanted can speed up LW opening. The link is for mac, but the principle is the same.

BTW if a file has completed downlding (100%) then LW will move it from the incomplete folder to the Saved Files folder.