When your LimeWire downloads it creates a file in your "incomplete" folder which is located in your LimeWire folder. After the download is finished, it transfers the file over to your "saved" folder or whatever folder you had created or directed it to when you installed your LimeWire.

Also, if you previewed your file before it was finished, then there is an incomplete file of it still in your "incomplete" folder which remains until you delete it.

Be careful not to delete incomplete files that are currently in the process of downloading.