This doesn't seem to be the case. I was having a problem apparently because I was confusing directories.I think it's a bug, but I noticed that adding an extra slash throws things off...
I need more information to answer your latest post. However, here's what my program did:
It did take a few minutes to download the file... And then it went through the .Net install: Could you post the code you're trying to use or upload your sample project?

