What was the fix for your connection problem? Did you update LW? Check out the thread below for more info... have a look in other default saving locations if you've updated LW. Or try using your computer's search to look for some of the missing file names. If worst comes to worst, the thread below has a link to file recovery advice.
If you've updated LW and can't find your downloads!

Providing you weren't saving downloads to LW's program files, or within C:\Documents and Settings\username\Application Data\Limewire, there's no reason why downloads would be lost.

LW's default location for saving is a 'safe' one, so that people don't end up losing their downloads after uninstalling LW or deleting LW's preferences folder