It looks like you've moved the files from your download folder to another shared folder. Otherwise they wouldn't show up in LW's Library window. Only shared files show in the library. There's absolutely no need to use the Delete button in the LW Library. Once you've moved them & refreshed the library, or restarted LW, then the library will show present situation & position of the files. So by deleting them ...

Have a look at this thread: http://www.gnutellaforums.com/showthread.php?t=49851

If you need to recover them & you don't have a pro recovery program such as norton, then there's a couple of free ones you can use; 1. PC Inspector File Recovery (click on link), & also 2. Restoration (click on link) (try this one 1st!) But don't recover them onto the same partition or else you will greatly reduce the chance of recovering the others. ie: any further writing you do on that partition may erase the skeletons of the deleted files.