FileDownloadExProgress not firing for me AND FileDownloadDirectory property not respected

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What steps will reproduce the problem?
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Snippets:
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'web5 is the csexwb control
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 web5.UseInternalDownloadManager = True
 web5.FileDownloadDirectory = "D:\"
 'Bookid = URL of file location
 'web5.Silent = False  'I have tried this both true and false
 web5.RegisterAsBrowser = True
 iii = web5.DownloadFile(bookid)
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 Private Sub Web5_FileDownloadExEnd(ByVal sender As Object, ByVal e As csExWB.FileDownloadExEndEventArgs) Handles web5.FileDownloadExEnd
        AddLst("FileDownload EX End " & e.m_SavedFileNamePath)
        Timer1.Stop()
        ProcessFile(e.m_SavedFileNamePath)
    End Sub
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    Private Sub Web5_FileDownloadExError(ByVal sender As Object, ByVal e As csExWB.FileDownloadExErrorEventArgs) Handles web5.FileDownloadExError
        AddLst("FileDownload EX Error" & e.m_ErrorMsg)
    End Sub
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'This isnt firing ever
    Private Sub Web5_FileDownloadExProgress(ByVal sender As Object, ByVal e As csExWB.FileDownloadExProgressEventArgs) Handles web5.FileDownloadExProgress
        AddLst("FileDownload EX Progress " & e.m_Progress.ToString & " - " & e.m_ProgressMax.ToString)
        Ding()
    End Sub
-------------------------------------------
'This DOES fire as expected
    Private Sub Web5_FileDownloadExStart(ByVal sender As Object, ByVal e As csExWB.FileDownloadExEventArgs) Handles web5.FileDownloadExStart
        AddLst("FileDownload EX Start " & e.m_PathToSave & " _ " & e.m_Filename)
        Ding()
    End Sub
-------------------------------------------
'This DOES fire on normal navigation page changes
    Private Sub Web5_ProgressChange(ByVal sender As Object, ByVal e As csExWB.ProgressChangeEventArgs) Handles web5.ProgressChange
        AddLst("FileDownload Progress Change " & e.progress.ToString & " - " & e.progressmax.ToString)
        Ding()
    End Sub
============================================

What is the expected output? What do you see instead?

I expect the web5.FileDownloadExProgress to fire. It doesn't.
The FileDownloadEXStart DOES fire.
The FileDoneloadExEnd DOES fire.
For the time being I am 'faking' a progress indication because my end users are 
actually blind or very low vision.

What are the OS and IE versions?

My test system is Win7, VS2008, VB.net

What version of the product are you using?
2.02

Please provide any additional information below.

Except for this issue, I find the control has performed well. I am using it to 
do automated logins, various screen scraping. I expect to ultimately use it as 
a replacement for the .Net browser that we currently have implemented.

Original issue reported on code.google.com by mwechter1@gmail.com on 15 Aug 2010 at 10:39