Don't know why D-Link has anything to do with DemoShield.

It's in the E:\Bin\demo32 directory on the CD

Have you tried starting without the "connection manager"?
Such programs are not necessarily required for a connection.

I thought the error was appearing because I was locking windows up but after disabling the adapter from the start up and trying to DL something and then locking windows again I didn't get the error. I also reticked the connection manager to startup again and tried downloading something followed by locking windows and I didn't get the error. So for now I'm just going to leave it unticked from the startup menu and see if the error appears again.

"I log off while have something downloading"

Why would you do that?

Actually scratch that, what I ment to say was I that I locking windows (aka pressing windows key + L) after starting a download