I'm cancelling and exiting correctly and it is allowing me to resume download. 
I make sure to allow the cancel to run its full course.  The only changes I've
made to the options is to download mp3 and media files, the speed of the
download and the number of open connections.  I've left everything else alone. 
Should I make sure to change the settings to "get html first" and "Do not
purge old files"  will that allow the download to finish.  I figure it's close
to 2/3 complete.

Thank you for your help!