Hi Crispy,
There was a 'bug' with WinMX v3.53 that this happened alot to folks however it was fixed in the later v3.54 beta 4 and so its recommended that you be sure your using that version. Which you can get here:
www.winmxgroup.com If you dont already have it, a few ppl have reported this with the newer version but it usualy doesnt last and there isnt a good fix. Its also been known to happen with some OpenNap servers, with again, no known fix to my knowledge..