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On several different FTP servers, I have noticed the mget feature doesn't work well. A lot of times the client will recieve some files, and then just hang (in the middle of transfer) on one indefinitely. When you press CTRL-C, it usually prints a message from the server saying that you've idled for too long, and have been disconnected. Happens on good or bad connections, and on different types of FTP servers, ranging from UNIX based to Windows based.
The behavior you are seeing has to do with packet loss rather than the implementation of "mget". While running an mget command, a network error will the ftp client to hang.