With LW 4, stop the downloads from the Download window. Then go to Library window, Select the incomplete folder at bottom, select & delete the incomplete downloads you wish to remove (must first have been removed from download window!)
If you wish to remove all incomplete files, Stop all downloads in Download window.
Close LW. Go to incomplete folder & send all contents within to the trash. For LW 4.18 you will need to find the LW preferences folder & delete both the Downloads.dat & Downloads.bak files. Remember only do this whilst LW is closed.
LW 4.18 is different to LW 4.16 & earlier in a few respects. One is the Downloads.dat file is found in the LW preferences folder, not the incomplete folder.
Deleting LW Preferences folder in OSX will show how to find the preferences folder but should be no need to delete the preferences folder itself unless you have other issues also. Remember, deleting the Downloads.dat & .bak files will remove all downloads history altogether. So any remaining incomplete files in incomplete folder will be useless.