You're probably sharing the same file twice. look at your shares, you may be sharing it under 2 different names, or from 2 different folders. This way, WinMX will return 2 search results to the users, and the users will grab both.
You can't download like this unless someone else is sharing the file you want twice.
Myself, I only keep up 1 upload slot per user, so users can't stuck up my upload queue.
If you want to do this, go to Settings > Queuing. Set "Max uploads per user" to 1, and leave "Max total uploads" a little higher (2-3-4, depending on your connection's upload speed)
This way you'll prevent users from getting more bandwidth than others. If they try to download a file you're sharing twice, one of the transfers will start, the other will stay queued, and other users will jump forward in the queue.
