Could be a virus but doubtful. Don't know why disk clean up would delete all your files though, and I especially don't know why an error would pop up telling you to run disk clean up for virtual memory. Try to scan your pc for malware.

Using Google read up on Virtual Memory, Pagefile, Ram, diskcache in azureus. Also don't have too many torrents running at the same time (applies to both downloading and seeding)

If you mean the files for the application that you were downloading, then probably not and I would very much recommend that you do not try to continue the download and rather start over.

If other files have disappeared then yes (maybe). Have a look at this thread and follow the links. Try to download and run some of the programs (Restoration worked for me once)

http://www.gnutellaforums.com/showthread.php?t=49851

BTW while Limewire is great for single songs and older videofiles, Azureus is great for whole albums and new videofiles