Did you see the downloads complete? Do you have your downloads set to clear automatically after they are done downloading? Did Limewire shut down on its own? What is LWP? Limewire player? Can you see the files in your Limewire library? Can you find the files in your incomplete folder? Have you tried searching your computer for the files?
I don't have the same version of LW, so I can't help you there.
Dan