Wait, is the actual file gone too? Or just the entry in the Downloads window?

Did you check the settings in DAP?

Start Firefox in Diagnose Firefox issues using Troubleshoot Mode to check if one of your add-ons is causing your problem (switch to the DEFAULT theme: Tools > Add-ons > Themes).
See Troubleshoot extensions, themes and hardware acceleration issues to solve common Firefox problems and Troubleshoot issues with plugins like Flash or Java to fix common Firefox problems

Yes, actual file gone too when i clicked "clear list" from download window (of default downloading in firefox) . . . and just not only last downloaded but previous file downloaded is gone tooo . . . .

That shouldn't happen.. Well... It's possible that you are having a problem with some Firefox add-on that is hindering your Firefox's normal behavior. Have you tried disabling all add-ons (just to check), to see if Firefox goes back to normal?

Whenever you have a problem with Firefox, whatever it is, you should make sure it's not caused by one (or more than one) of your installed add-ons, be it an extension, a theme or a plugin. To do that easily and cleanly, run Firefox in safe mode (don't forget to select Disable all add-ons when you start safe mode). If the problem disappears, you know it's from an add-on. Disable them all in normal mode, and enable them one at a time until you find the source of the problem. See this article for information about troubleshooting extensions and themes and this one for plugins.

If you need support for one of your add-ons, you'll have to contact its author.

If the problem does not disappear when all add-ons are disabled, please tell me, so we can work from there. Please have no fear of following my instructions to the line, as all can be easily undone.

actually at that time i'm not downloading with DAP. it's firefox download window and i clicked "clear list" of firefox download window only. and the previously finished file also gone along with the recently finished one !!! this problem i faced first time over 3 year of use of firefox ! ! ! !

amd also i'm not using any theme. . . just pure firefox as you can see . . . also not much of plugin other than one download plugin of DAP . . and nothing else is there . . m using firefox like in its bare mode . . not much of plugin except for 2 - 3 . . and other are application extension . . that's it . . .

ok i'll try out the safe-mode option and tell you all the output within 2 days after observating . . .