I guess this is what I wasn't seeing happen all the time.

When I see the "checking firewall" message the download will probably work (at least as well as in other clients), but sometimes the download will fail after only a few seconds - without ever showing this message.

I'll check some more to see if I can find any specific examples. Although it's something that's hard to find when you're actually looking. ;-) To be honest I haven't seen this in the latest "evolved" version (1.3.1.0) I'm using, but I haven't used it to download much yet either (mainly because of the stability problems).

Actually you've made me hopeful I'm completely wrong and it's been fixed already. ;0)