For LW 5, Previewing files still creates Preview files in the incomplete folder. So as before, one work around is to open directly from the incomplete folder. Right-click on the incomplete file in Downloads window, choose
Find File Info..., from information window choose
Locate on Disk. When the incomplete folder opens, open the file from there. This will prevent
Preview files being created which may take up a lot of extra space on your computer if they are all left in there. This obviously means a couple extra steps than LW 4.
For LW 4, simply click on incomplete folder listing at bottom of Library window, find the file in question & select it, press Launch button.
For examples of both LW 4 & 5, see
Launching incomplete files without creating Preview files