Files seem to be split up in segment, which for all I know is how Phex stores temporary files (10% of total file size or so).
When previewing MP3s, I get a 4 second clip, which sometimes won't even play.
This happens regardless of download progress (16k??).
I'll try out some other gnutella clients, while I eagerly await a response.
Manually splicing the segments should be possible, but is too much work in the long run.