Correction ... preview files have PREVIEW - listed before the file's name. eg: PREVIEW-T-42586116-File name

Normal incompletes will start with T before their name. What I would recommend is make sure you have the latest LW version (LW 4.12 at least) because this version "does" have the ability to continue after the incomplete preferences get corrupted. Whether this will work in your case I'm not sure but it's worth a try. Do this: Cancel the file from the download window. Then go to Library window, select Incomplete folder, find that file, click Resume button. With any luck it will continue where it was earlier.

By the way, to preview files, I prefer to preview them from the Library -> Incomplete folder. I select the incomplete file & launch it. That stops the creation of a preview file which as many know can be quite large if it's a video file for example.