when i download any big size files and stop lime wire and try to continue download later i have to start from scratch again. kindly help with his regard as soon as possible.

This generally only happens if: 1. You don't close LW down properly before you shutdown your computer. 2. Your comp crashes. 3. You go back to an earlier version of LW.
I'd recommend you make sure LW is properly closed before shutting down LW; give it several mins. Go to Task Manager (control-alt-del) to make sure LW is closing down properly before you shutdown your computer. Oh I just realised, perhaps you have LW set not to shutdown until transfers are complete. Go to LW's menu, Tools>Options>Shutdown & set it for shutdown immediately. Press Apply button.

i got it set to minimise to tray option earlier by default should i change it to shutdown immediately and i won't lose my incomplete donwloads. is that for sure. please reply . thankx for ur helpful suggestion in advance.

Well, that seems to be the way to go. If you're having such serious problems then I'd suggest you try that to see if it overcomes the problem.