In order to be progressive-download-able the last thing you do has to be a Save As -> Self Contained from Quicktime Pro (or equiv, there are free tools if you don't have Pro). This creates a new file (you'll have to choose a different name) with all the header info it needs at the beginning of the file so that the downloader can read it right at the start. This used to be called "flattening" because on a Mac it would also move the video data from the Resource fork to the Data fork so as to not be lost if it touched a PC.

If you do a normal save on a file (or FCP probably doesn't output a flattened file to begin with) then the changes to the header data are written at the end of the file and the original header is marked up to tell it to look at the end.. since the downloader doesn't have the end, they have to wait until it arrives.