> next and the file size shrinks what is happening?If the site does not allow
resuming a download, then it has to start from the beginning.
If you press cancel more than once, it stops immediately but all files after
that will not be in the cache and will have to be redownloaded.
If you cancel and don't have "get html first" and don't have 
"Do not purge old files" then all files on the non-downloaded pages will be
deleted.

> My other question is exiting to continue correctly. 
> After cancelling a download I have two choices
> finish or exit.  Which is the correct choice?Either. Exit the program or
finish and start another.

You don't have to cancel, there is also pause.