What happens is it asks you whether to downld that file or not. If you press yes, then it will replace the one that's there of the same name. So I'm not sure why you're complaining since it asks you whether you want to replace the other. I'm also not sure why you'd want to downld the identical file.

I don't think there's an option to choose to always use that answer when it asks you, but if there is/was, then go to LW's preferences > View > Popups > Revert to Default option.

BTW LW 4.2.6 had a security issue. It wasn't fixed until LW 4.8.1

BTW the later LW versions handle the issue you're talking about much better. You can downld to a different location or change the file name.

BTW did you ever think of moving the file you already have or renaming it?