may i safely guess this DOWNLOAD folder was automatically created by some d'load manager like reget, mass downloader or by the one that i can't remember the name now ? if it is, the folder would be invisible after you uninstall that particular d'loader. also, if you had this d'load folder even b4 installing the d'load manager and this d'load manager used it to keep the d'loads, same thing should happen. if my assumption is true, this is not a problem created by win-commander.
it happened to me once. i made it visible through win-commander's config >> option >> display >> show hidden/system files and did what you have done.