Go to your incomplete folder outside of limewire, to find this folder select the file from the incomplete section of your limewire library and select explore, you should then have a window pop up containing the incomplete downloads.....
Close Limewire down, to make sure limewire is shut down properly go to your task manager and see if it is running in the process window (Ctrl-Alt-Delete) if it is running end the process....
Then right click on the files and select delete....
If that doesn't work use your computers Search and enter the name of the file into it....Once the search finds your files you can try and delete from there...
If that doesn't work try Lotr's tips in this link...
Incomplete Download File won't delete at all.
To change your computers default player....
Go to your shared folder (outside of Limewire) you will find this folder by clicking on one of your files in your LW library and clicking explore...
Right click on one of your files
Select open with
Select choose program
Select the program of your choice
and tick the box that says always use this program to open this file type
Select OK