Yes I can, but it is not that easy. The "change notification" from Windows notifies about a change in a particular directory, not in a particular file. Hence WinSCP needs to find out which file it was. The simple way is to compare local timestamps against remote one. But it does not work for you.
Ah, so you would need to develop a caching system of some sort in order for this to work. I understand the technical overhead this issue, then.
BTW, what protocol are you using? Can you switch to SFTP?
This happens with any protocol (FTP, SFTP or SCP), but it's more frequent with FTP.
Unfortunately, this server does not support SFTP and I don't have shell access for the username that I use to connect.