Bearshare
In addition to Lee16's comment about Bearshare...
The active download files are in a TEMP directory; after download is finished they are moved to DOWNLOAD directory (I am sure you know this).
I agree with Lee that there are always two files while downloading.
I disagree only on one point with Lee, because in Explore\Bearshare\TEMP I see that the DAT file is between 1-5K and disappears when the download is complete; the actual file that is building is ONLY named the same as the posted share file with no .extension.
example:
NAME SIZE TYPE
POPULARPROGRAM FULL COPY 3k DAT FILE
POPULARPROGRAM FULL COPY 163,105 KB WinZip File
The TYPE can be termed Tiger, ZIP, DAT, WinRAR Archive, etc.
The "white file" Lee is referring to is the icon in front of the NAME. The data file has the white Windows system icon, while the program name can have a zip icon, rar icon, etc.
I hope that after posting my "organization" of the examples above stays organized, it may mess up after posting. Hopefully you can understand what I am talking about if it does...
Hope this helps...