Which OS do you use? To find where your dwnlded files are you'll need to go to your Saving prefs. For PC: go to LW's menu-Tools-Options-Saving & see where it says they're being dwnlded to. This is where you'll find them. Also in Options go to Sharing & reset your shared folders (ie: re-Add your dwnld folder).
For Mac: go to LW's Prefs-Saving & check the location. Then go to Prefs-Sharing to reset your shared folders (ie: re-Add your dwnld folder).
Hope this helps.