Use your OS search engine to locate these files. Check the location & compare it to your saving options in LW: windows: Tools-Options & Saving
Mac OSX: LW Prefs-Saving Mac OS9: Options: Saving
Your Saving option should tell you the name, location & path of your LW dwnld folder.

You may have inadvertently pressed the default button & your dwnlds will be found in the default install location. Also your Incomplete folder will be at the same level in your folder hierarchy. So long as your download.dat & bak files found in the incomplete folder are still located there, there should be no problem continuing your dwnlds where they left off. But you may need to reset your Saving option. And make sure your incomplete files are in the same level. eg: c:/Docs/Lotr/LW downloads & incompletes