Thanks to both of you for the suggestions. I did not have flush files selected, I'll see if that helps first.
I also use Avast for my anti-virus, but I'm pretty sure it's mIRC causing the issue, because although the file download is obviously complete, the mIRC download screen indicates no more data is being sent, but won't change status to "download complete" until after the delay
If the flush files setting doesn't help, I'll try investigating the possibility of Avast causing the issue. I'll report back here what I find.
