I had a similar issue using LimeWire. And someone else had a similar problem as reported on this forum. From memory, they were like phantom files that didn't actually exist or were viral in some way that they affected how LW handled them ... perhaps something that affects java.

Remove their incomplete files from the incomplete folder on your computer (Phex might need to be closed first). Then try deleting them. I think that's how I fixed it. In meantime I will see if I can find a post regarding it.