Yep those instructions are only for windows. OSX prefs are found here: /Users/your_username/Library/Preferences/LimeWire
But only delete it whilst LW is closed. Also make a note of any important settings you have because you'll need to reset them next time you open LW.

You have an incomplete, then drag & drop it onto VLC's icon in the Dock (open VLC 1st) & see if it will play. VLC may take a few secs to open it.
How large is the incomplete? Is it as large as the file is supposed to be? I'm wondering if it was a corrupt downld. If you have your popups set so no warnings are given for corrupt files, then you will not receive notice there may be a problem with it. Deleting your prefs will reset that. Else, go to LW's preferences menu (command & comma) View>Popups & tick option to set to default.