Tools -> Options -> Downloads, make sure at least 1 or higher is in the Maximum download slots box.
Tools -> Options -> Saving, make sure Days to keep incomplete files is set to a large number such as 999 or 9999, etc.
If these setting are already ok, perhaps you might need to replace your LW preferences folder; see
http://www.gnutellaforums.com/window...tml#post183932. Next time you open LW, it will create a fresh preferences folder.