Yup, they're gone. The LW interface and commands emulate the Mac Finder in many ways - anything deleted is lost straight away - it doesn't go to the Trash first. This is rather naughty of the developers - to bypass the Mac OS - so to get round this I suggest you go to the Finder and drag files from the Shared or Incomplete folders to the desktop first, before trashing anything.

To retrieve your lost stuff, try Norton Utilites - it should turn up eventually. A certain Gnutella client might have it lying around...