First xfer succeeds, the second actually fails despite reported success:

Status:	Connecting to 192.168.1.37:21...
Status:	Connection established, waiting for welcome message...
Trace:	CFtpControlSocket::OnReceive()
Response:	220-Welcome to DrFoo's FTP Server
Response:	220-FileZilla Server version 0.9.18 beta
Response:	220-written by Tim Kosse (Tim.Kosse@gmx.de)
Response:	220 Please visit http://sourceforge.net/projects/filezilla/
Command:	USER anonymous
Trace:	CFtpControlSocket::OnReceive()
Response:	331 Password required for anonymous
Command:	PASS **************
Trace:	CFtpControlSocket::OnReceive()
Response:	230 Logged on
Status:	Connected
Trace:	CFtpControlSocket::ResetOperation(0)
Trace:	CControlSocket::ResetOperation(0)
Trace:	CFtpControlSocket::FileTransfer()
Status:	Starting download of /bigball.jpg
Trace:	CFtpControlSocket::SendNextCommand(0)
Command:	CWD /
Trace:	CFtpControlSocket::OnReceive()
Response:	250 CWD successful. "/" is current directory.
Command:	PWD
Trace:	CFtpControlSocket::OnReceive()
Response:	257 "/" is current directory.
Trace:	CFtpControlSocket::ResetOperation(0)
Trace:	CControlSocket::ResetOperation(0)
Trace:	CFtpControlSocket::SendNextCommand(0)
Trace:	FileTransferSend()
Trace:	CFtpControlSocket::SendNextCommand(0)
Trace:	FileTransferSend()
Trace:	CFtpControlSocket::SendNextCommand(0)
Trace:	CFtpControlSocket::TransferSend(0)
Trace:	  state = 1
Command:	TYPE I
Trace:	CFtpControlSocket::OnReceive()
Response:	200 Type set to I
Trace:	CFtpControlSocket::TransferParseResponse()
Trace:	  code = 2
Trace:	  state = 1
Trace:	CFtpControlSocket::TransferSend(0)
Trace:	  state = 2
Command:	PASV
Trace:	CFtpControlSocket::OnReceive()
Response:	227 Entering Passive Mode (192,168,1,37,15,87)
Trace:	CFtpControlSocket::TransferParseResponse()
Trace:	  code = 2
Trace:	  state = 2
Trace:	CFtpControlSocket::TransferSend(0)
Trace:	  state = 4
Command:	RETR bigball.jpg
Trace:	CTransferSocket::OnConnect
Trace:	CTransferSocket::OnReceive(), m_transferMode=2
Trace:	CFtpControlSocket::OnReceive()
Response:	150 Connection accepted
Trace:	CFtpControlSocket::TransferParseResponse()
Trace:	  code = 1
Trace:	  state = 4
Trace:	CFtpControlSocket::TransferSend(0)
Trace:	  state = 5
Trace:	CTransferSocket::OnReceive(), m_transferMode=2
Trace:	CTransferSocket::OnReceive(), m_transferMode=2
Trace:	CTransferSocket::OnReceive(), m_transferMode=2
Trace:	CFtpControlSocket::OnReceive()
Response:	226 Transfer OK
Trace:	CFtpControlSocket::TransferParseResponse()
Trace:	  code = 2
Trace:	  state = 5
Trace:	CFtpControlSocket::TransferSend(0)
Trace:	  state = 8
Trace:	CTransferSocket::OnReceive(), m_transferMode=2
Trace:	CTransferSocket::OnReceive(), m_transferMode=2
Trace:	CTransferSocket::OnReceive(), m_transferMode=2
Trace:	CTransferSocket::OnReceive(), m_transferMode=2
Trace:	CTransferSocket::OnClose
Trace:	CTransferSocket::OnReceive(), m_transferMode=2
Trace:	CTransferSocket::OnReceive(), m_transferMode=2
Trace:	CTransferSocket::OnClose
Trace:	CTransferSocket::TransferEnd(1)
Trace:	CTransferSocket::OnClose
Trace:	CFtpControlSocket::TransferEnd()
Trace:	CFtpControlSocket::ResetOperation(0)
Trace:	CTransferSocket::TransferEnd(1)
Trace:	CControlSocket::ResetOperation(0)
Trace:	CFtpControlSocket::SendNextCommand(0)
Trace:	FileTransferSend()
Trace:	CFtpControlSocket::ResetOperation(0)
Trace:	CControlSocket::ResetOperation(0)
Status:	File transfer successful
Trace:	CFtpControlSocket::FileTransfer()
Status:	Starting download of /bigball.jpg
Trace:	CFtpControlSocket::SendNextCommand(0)
Trace:	FileTransferSend()
Trace:	CFtpControlSocket::SendNextCommand(0)
Trace:	CFtpControlSocket::TransferSend(0)
Trace:	  state = 2
Command:	PASV
Trace:	CFtpControlSocket::OnReceive()
Response:	227 Entering Passive Mode (192,168,1,37,15,99)
Trace:	CFtpControlSocket::TransferParseResponse()
Trace:	  code = 2
Trace:	  state = 2
Trace:	CFtpControlSocket::TransferSend(0)
Trace:	  state = 4
Command:	RETR bigball.jpg
Trace:	CTransferSocket::OnConnect
Trace:	CTransferSocket::OnReceive(), m_transferMode=2
Trace:	CFtpControlSocket::OnReceive()
Response:	150 Connection accepted
Trace:	CFtpControlSocket::TransferParseResponse()
Trace:	  code = 1
Trace:	  state = 4
Trace:	CFtpControlSocket::TransferSend(0)
Trace:	  state = 5
Trace:	CTransferSocket::OnReceive(), m_transferMode=2
Trace:	CTransferSocket::OnReceive(), m_transferMode=2
Trace:	CTransferSocket::OnReceive(), m_transferMode=2
Trace:	CFtpControlSocket::OnReceive()
Response:	226 Transfer OK
Trace:	CFtpControlSocket::TransferParseResponse()
Trace:	  code = 2
Trace:	  state = 5
Trace:	CFtpControlSocket::TransferSend(0)
Trace:	  state = 8
Trace:	CTransferSocket::OnReceive(), m_transferMode=2
Trace:	CTransferSocket::OnReceive(), m_transferMode=2
Trace:	CTransferSocket::OnReceive(), m_transferMode=2
Trace:	CTransferSocket::OnReceive(), m_transferMode=2
Trace:	CTransferSocket::OnClose
Trace:	CTransferSocket::OnReceive(), m_transferMode=2
Trace:	CTransferSocket::OnReceive(), m_transferMode=2
Trace:	CTransferSocket::OnClose
Trace:	CTransferSocket::TransferEnd(1)
Trace:	CTransferSocket::OnClose
Trace:	CFtpControlSocket::TransferEnd()
Trace:	CFtpControlSocket::ResetOperation(0)
Trace:	CTransferSocket::TransferEnd(1)
Trace:	CControlSocket::ResetOperation(0)
Trace:	CFtpControlSocket::SendNextCommand(0)
Trace:	FileTransferSend()
Trace:	CFtpControlSocket::ResetOperation(0)
Trace:	CControlSocket::ResetOperation(0)
Status:	File transfer successful