It could be that someone is uploading the file from you. You could shut down LW and delete the file from the incomplete files folder. The default location is C:\Documents and Settings\"your account name"\Incomplete.
This thread might also help:
Incomplete Download File won't delete at all.
There's a setting in LW if you don't want to share partial downloads. Go to Tools>Options>Uploads>Basic, and untick the Allow Partial Sharing option.