Yes, this is normal, the DLs are set to clear after 300 seconds by default (from memory), you can adjust this by doing the following:
Open Winmx >>> goto settings >>> click file transfers, you will then see the option boxes for handling such things on the right side, just change it to what you want.
Of course, the file you downloaded will still be in your DL folder, its just no longer in the Winmx window.
If electricity comes from electrons, does morality come from morons?
I was referring to incomplete downloads. The boxes for "Clear Incomplete Downloads After..." and "Purge inactive DL sources after..." are already unticked in the Settings/Transfers menu.
It's when I close WinMX every single file in the Transfers section disappear.
Assuming you have AFS and AEQ set to something other than "Never" at least some of them should come back when you restart WinMX. Do you get any when you click "Load Incomplete"?
What version of WinMX are you using. Do you see your _INCOMPLETEs in your Incoming Files Folder? Check in Settings/Files Transfers/Incoming Files Folder to make sure the path matches where the files are. If you're using v2.6 I'm pretty sure it loses any that don't have at least part of the file (more than 0%).
I have v3.53 and I tried it on two computers and they have the same problem. This has never happened before when I installed it on a XP machine. Meaning that it might be Vista related.