Well, if you delete them from your hard disk not by using LW>Library>Incomplete & highlight>delete, it is possible that they just stay in the dat/bat files.
You can delete files from the incomplete folder, but therefor LW has to be completely closed (i.e. also in the system tray).
The copies of files that LW produces comes rather from previewing incomplete files. Such file usually have a single letter in front and a long number following it before the file name.