I have recently started using KTorrent and I am in general happy with the perfomance I get, BUT:
If I should happen to uncheck a file or folder in the uploads section (under the Files tab) the download is deleted?
No question.
No warning.
Just a hole where my files should have been...

Is this a 'feature'?
Or a bug?
& is there a way to save what I have lost?

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ver. 2.0.3
OS Kubuntu Linux (i686)

v2.0.3 properly displays confirmation dialog when you uncheck some files, doesn't it?!

Anyway, v2.1 beta should be out very soon and we've changed this behavior so you won't have similar problems anymore.

Nope, there is unfortunately no confirmation dialogue.
At least not in my configuration.
Just uncheck a torrent (file/folder) in the files tab in Uploads and the torrent has to go back to be downloaded anew if you put the checkmark back.

That change wasn't included in 2.0.3