Problem with downloading

Im not sure if I got this place right to post my prob.

Yesterday I was downloading at, when I clicked on the download link, I decided to cancel my download, I pressed Esc key and get back from my previous page.

I try to download other file from in that the same time, Now the website warn my that my ip is downloading the file which i canceled earlier that time, which im not.
And today its the same thing happened also with

So strange, i think it’s something like “Invisible downloading”? or how do you call it…

I already cleared my browsing data, cookies, etc, and I also get to the Temporary Internet Files folder and remove everything there.

Im using google chrome, firefox 3.0, IE with Windows XP Pro…
Any help is appreciated…thanx