I believe that once LW actually starts to download them, they will continue where they were before. That is if you are using a recent version of LW. BTW what you can try is go to the incomplete folder in the Library window & select all the incompletes whilst holding down shift key, then press Resume button. Actually do only one incomplete first, then see if you get an error message saying already downloading, click don't show message again. Then select the rest as suggested.