Just a suggestion: Do you have another drive you can use? Try changing the download location. ie: go to LW's menu bar, Tools > Options > Saving & press the Browse button, then select a new location on a different drive. Preferably different drive, but if not, then different partition.
Also, make sure your drive/partition has more than 40% free. When drives get over 80% full they slow down (also slowing your computer down) & problems may occur the fuller they get.

Which version of LW are you using? There was a bug with one or two earlier LW versions that caused such to happen.

Oh another thing to try is Tip: Purge the Downloads Queue! (click on blue link) which is instructions for mac users but the principle is the same. It helps clean up your incomplete folder. Also open up your incomplete folder & remove any PREVIEW files you see. Every time you preview a multimedia file, it creates a preview file in the incomplete folder which may eventually take up a lot of space. To find your incomplete folder, press on Library tab on LW, then incomplete folder will be listed at bottom of window, select it & press the Browse button which will open up the folder onto your desktop. Then you can list the folder in different ways ... eg: by size & alphabetically. Preview files look like this: PREVIEW-793692-File name.extension