First one: any uncompleted files will load up & continue downloadeing, winmx is designed to do this to save starting over when you have part of a file already, once afile actually completes, winmx changes it's name (takes _INCOMPLETE off tthe front & other info from the end) & no longer attempts finding it) if you are trying several different versions of the same file & one completes, right click the extras in the transfer window & choose delete, to remove them permanently (check the copy you have is a good one fist obviously).
No uploads is typically TCP port blocked or unforwarded in router, i suggest first a visit to the tutorials section & make sure your firewall is correctly set for winmx, also norton worm protection if you're a norton AV user.
If that fails to resolve the issue, then visit
www.portforward.com & look for your router on the routers page,
NOTE: MANY modems incorporate routers, you may have one without knowing.. look for your modem if your router isn't separate, then pick winmx on the list of programs & you'll find good detailed instructions for port setup.