If I connect with WinSCP 4.0 to a server via my wireless card, then while it's still connected plug in an ethernet cable, wait for DHCP, then turn off the wireless card, WinSCP seems to crash. It doesn't just give a "connection lost" message, it up and dies -- bringing up the "send an error report to Microsoft?" dialog. Maybe the "media disconnected" error isn't handled gracefully?

WinXP SP2 Thinkpad, explorer interface