Using the search function like you used to find the files in first place is the very best way to find sources to download from. Fix stalled I suspect only looks for previous ip's that you were downloading from .. however many people use dynamic ip's. Thus, to get a better list of fresh hosts to download from, use search, then right-click search tab after 10 minutes or so & choose Find More Results.

With LW 5 if you stop a download file, it will delete the incomplete file.

What I suggested above applies to gnutella files. Torrent files are different, except if you cancel the file it will still delete it afaik. But you didn't mention if you were downloading torrents.