LW auto-deletes it; hard-deletes it as soon as it completes downloading so it cannot be shared or affect your computer. The file-hash of the file obviously matches a known file that has a virus or similar.

May I ask what the file extension was?

Movie download issues (click on blue link) (2nd last post has information on best video formats.)

1. At this point, not AFAIK. Hopefully at some point LW will instead bring in the option to stop it being started to be downloaded; this future possible alternative was mentioned by one of the LW Devs. 2. Physically deleted; by-passes the recycle bin. 3. Not AFAIK; not with LW 5.2