Also, should cancel allow the current download to finish, or just kill it immediately? What if you accidentaly selected to download a 50 meg mp3?

I've seen it done elsewhere such that when you click cancel, a dialog pops up asking whether you want to cancel now or wait for the current download to finish.

Incidentally, I did a quick unscientific speed test downloading a file from the kHTTPd and downloading via JEmplode and it seems to be slower in JEmplode... Is this due to some kind of overhead in the Emplode protocol?