Are you saying that you have 'clear completed downloads' ticked? (tools...options...downloads)

I'm not sure why they won't clear from your download window...

The files don't appear in your library?
You can't find the files on your computer?

The files are not really located in Limewire (the download window or the library). If you go tools...options...saving, you should see what folders actually contain your downloaded files.

Sorry if I'm telling you stuff you already know...

Dan