actually, the downloads.dat and its backup (downloads.bak) contain the incomplete file information (alternate sources, map/index of pieces completed/pending . . . ). If deleted, all the incomplete files become useless.

The search history
-can be turned off in the options (uncheck the "autocomplete" option),
-is not saved to the hard drive,
-resides in memory, so is flushed whenever LW ends a session.
-is lost when changing themes (btw--this may be a bug that will be corrected)

cheers