You had Kazaa so your very very likely on Windoze, right?
Just open your browser and go look for a folder that's called 'Incomplete' (try the Search function or something). In this folder are stored the incomplete downloads and the download.dat file. You may also find a file called download.bak: it's the download.dat auto-backup file.
I wouldn't mess with these two.

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iMac G4 OSX 10.3.9
RAM 256MB
LW 4.10.5 Basic
ADSL anything from 3 to 8Mbps/around 1024kbps

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And seal your fate forever
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The Golden Age Of Leather"
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