How to turn off 'delete original'?

Dear,
Always, when I download a file from Unix to my windows machine, the original file in Unix will be deleted automatically. How can I turn off this? I tried hard but failed to find any option to control this! Please help me! To haoguoyu@163.com

Thank you !!

How exactly are you downloading the file? Are you using drag&drop? What version of WinsCP are you using? What version of Windows?