Purging files means deleting them. So you get rid of those that are zero % downloaded & zero KB in your download folder. Easy to do by arranging those in LW's download folder by % downloaded & selecting & stopping (click on the % downloaded heading to arrange this way.) Then go to Library window, select incomplete folder & press the Browse button so the folder opens on the desktop for you & then arrange the incomplete folder by size.

Re-search the file in question. You can also right-click & choose get more sources. Chances are there may only be one or a few people with the file but are either not online or don't have available bandwith or upload slots when you try to download it.