When downloading, WinSCP should scan a remote directory tree, not local one.
If you have a different experience, please attach a screenshot.

Its a new install, but why would it want to scan my whole drive to get directory size when all I am doing is making a copy from my website location to my hard drive?
Like C:\mywebsite.com\www\ and the websites \ directory.
Its like its indexing my whole C:\ when all Im telling it to do is drop the files in a sub directory.