Joakim,
Yes, you're right about keeping the original download window open and killing/retrying it from there. In fact, what I've been doing is:
- locate non-NAT'd source for file
- Browse Host
- download from Host window
This way, I can continue to look for new hosts. The problem is that I eventually have to shutdown LW and/or reboot (every 2-3 weeks?) and I lose those windows. I still have a list of IPs that were, at one time, valid sources... but I don't know any way of plugging them back into LW.

The files were:
- Alias 2x11 Echelon.avi
- Taken 1x9 John.avi

previous sources for Alias episode :
- 66.123.209.51:6346
- 24.41.38.205:7891

previous sources for Taken episode:
- 208.191.38.254:6346
- 24.244.44.84
- 217.44.85.218:41143
- 12.230.25.232

P.S. I've now downloaded the Alias episode (took 3 days) and I've got 2/3rd's of Taken (which appears to be in 2 files).