Go to LW's Preferences/options under the LW icon next to apple icon at top of menu bar. (keyboard shortcut: ⌘ ,) Go to Shutdown/System Tray & choose to shut down immediately. Press apply. If that doesn't work, try pausing your downloads before shutting down. BTW are you downloading bitorrents or just gnutella files? I have has the same issue myself but doesn't happen all the time.