FileDownload eventhandler not firing

[C# Programming]

After connecting to an instance of IE, i'm trying to control/monitor the events. So far everything works but the filedownload event handler. Anybody have any tips on how to do it? The following (C#) is the syntax for all of my event handlers.

myInternetExplorer.FileDownload += new SHDocVw.DWebBrowserEvents2_FileDownloadEventHandler(OnDownload);

Any clues/pointers would be helpful!

thanks