there's actually nothing wrong with this behaviour, it's just a bit ugly on the visual side. what it is, as far as i've determined, is HTTP 1.1 downloads. you connect to the host and then progressively download small chunks of the data. this lets you swarm from multiple hosts better. note that you are not 'reconnecting' every time -- you always stay connected, but when you send a request to download the next chunk of data, it'll drop from the visual display.

the behaviour is actually better for you, but i agree there could be some fine-tuning of whats seen.