Sure, but by deleting the entire content of the incompletes thru the Finder, you make sure that you also delete .dat and .bak (even though I think that at least .dat can also be deleted via the Library).
Anyway, what Lord has pointed out is true for most Mac apps: in a list, if you select one file and then select another while at the same time pressing Shift also selects all the files that are in between the two.
Now, I'm not sure if it is true for LW, but in iTunes at least, if you want to select two songs that are distant without selecting what's in between them, then clicking one song then clicking the other(s) while holding down the Command (=apple) key will do the job.

Oh, and I'm pretty sure it's the same thing with PCs, although instead of the Command key (since it doesn't exist on PCs) you press Ctrl. IF my memory serves me right that is.

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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

"Raise your can of Beer on high
And seal your fate forever
Our best years have passed us by
The Golden Age Of Leather"
-Blue Öyster Cult-