Webexplorer closes when downing file

When I click on a file to download ( *.exe or *.zip) the download box appears, but at the same time the Webexplorer window closes. I would like the app to stay open to allow other downloads - thanks

I think you are talking about WebExplorer Pro. The download window closes because some users wished that the download window disappeared when the download box poped up. This means that I should add an option in the preferences for the behaviour of the download window.