Do you mean you installed an update & it removed your downloads? If yes, then it sounds like you were downlding your files to the LW program folder. And the update has installed over the top of them. That's just a guess. Perhaps a file recovery utility might help. The default location for downloads is normally C:\Documents and Settings\"your account name"\Shared
If your downloads are still safe, then to get them back into media player, use the scan function of WMP.
Using windows media player