Click cancel from LW's download window so it's removed. Then go to LW's Library window, select the incomplete folder at the bottom & press the Explore button. That will open the folder for you on your desktop. Now arrange the folder by size or date modified & it should be near or at the top of the list. (view in list mode.) Now you can remove it. It will have a prefix T-#### before it. You can remove that from its filename. Then use it as you desire such as for moving elsewhere or burning, etc.