Hi Schnuecks -
The way you describe the scanning / downloading of files is inaccurate. When the Webgateway finishes scanning a file, the client will download the file directly from the Webgateway - the client does not go back to the web server again and attempt to download it a 2nd time.
Now if the Webgateway's progress page is used, the progress page presents the user with a link when the scanning is complete. When clicked, the file is downloaded from the Web Gateway to the client.
This doc describes the process in further detail:
Progress Indication Explained