The file you want it still there, it is just in the wrong folder. Your "Incomplete" folder will have the file you downloaded, although it will be named differently (some numbers and stuff before the name of the original file). If you browse your incomplete folder (with an explorer- such as Windows Explorer), you can copy the file to your shared folder and rename it.

One reason you might behaving this problem is that you moved or renamed a folder or folders that LimeWire was using. Is this the case? Also, are your incomplete and shared folders on the same letter drive?