Make sure that you are able to accept all the types of files that you want to download. Go into the DCC Menu on top and pick OPTIONS. Go into the FOLDERS section and look at the bottom half of the window. It's entitled "DCC IGNORE". I recommend disabling it or setting it to "ignore only" and then deleting the file extensions that you do download.
Also, if you're on a network such as DALnet with a DCCALLOW system, then make sure that you add the person who's trying to send you the file to your dccallow list