Are you using LW 4 or LW 5? Which security programs are you using?

Some people have had problems in the past, where their anti malware program would (wrongly) identify LW as a threat & remove the .exe.
Try disabling any antispyware/adware etc & then see whether the same thing happens.

In LW 5, if you right click on a file within My Library you should see the option to send the file to the recycle bin. If that doesn't work then right click on the file > locate on disk. When your saved folder is open, close LW completely. Now delete the file from your saved folder.

In LW 4 if you go to LW's library & click on Saved Files, then right click on the file you should see an option to delete.If that doesn't work then right highlight the file & click Explore. When your saved folder is open, close LW completely. Now delete the file from your saved folder.

And if you're still stuck, try the tips here (doesn't matter if your file's not incomplete): http://www.gnutellaforums.com/downlo...elete-all.html