I also do not turn off ZoneAlarm or avast! for any downloads, but I do (along with DSL disconnect) when I do a defrag. It seems to go faster when I do. Is this consistant with your thinking Bob (and others)?
Re defrag: I find when I do the power defrag (mentioned on another thread here) and follow it up with the WindowsXP defrag I get the best results. 0 files fragmented and no gaps between files.