I,m not sure whether this topic is real of something to delete as junk but for the sake of trying to answer the question I,ll pretend both of the previous posts made some real sense.
In windows you can right click on a file and select properties and at the botom of the box you should see a tick box marked "read only" this will ensure the file is not overwritten, remember to click the "apply" button.
When winmx downloads a file it normally addds a prefix to duplicates like so:
test.mp3 <- one in the drive
test(1).mp3 <- new file with same name
also already downloaded files that have the same file hash as one your intending to download will be highlighted in light blue (with default colour setting), its been my experience that any new download is marked "__incomplete__" until its actually completed and thus does not overwrite an existing whole file anyway, perhaps you can explain the scenario a little better as what your describing is something I have never experienced.
Note to Max : please try to be more helpful /me wags finger