Solitaire,
I used to get massive crashes no matter what size file I was downloading early on in my use of WinMX, but this was also early on in my broadband connection days as well, so I would be more inclined to believe teething problems with the connection was more at fault than the application.
Having said that though, I have tried many different settings and configurations of WinMX which often produce less than acceptable results. For example, using the "auto-complete" feature too much affects connection speeds and impacts both upload and download transfer rates; using Search and leaving it running - not pressing STOP at some stage - also has this affect and seems to drag things down until everything goes red and nothing happens; also browsing too much or of someone with a slow connection AND a huge shared folder affects the operation.
The list can go on forever, but I have found it easier to develop trading partnerships and limiting my simultaneous up-/downloads to 5/5 each way, maximum. I also tend not to use the auto-complete feature unless I am at the PC and can keep an eye on things, as anyone you're likely to download from will allow or disallow connection whether you're there or not.
And last but definitely not least, do not share particularly small files, say less than 1 Mb or even less than 100K, as WinMX will automatically start the connection for as many of these files as are on your queue...unless you've limited the number of uploads to the same username, that is. I have had this happen in the past, and has trashed my WinMX connection altogether.
Hope this helps...and wasn't too much detail. I'm still learning the program, so I may have further discoveries to relate.
p.s. BEWARE! I have also unfortunately acquired a virus or two after downloading some files, so keep your anti-virus software up to date and active.
What? You say you don't have or use anti-virus software? DUMBASS!