You can use the file system watcher class in C# to detect new file downloads.
FileSystemWatcher Class (System.IO)[
^]
With the following events, you can do anything you need when a file is altered/updated/deleted.
watcher.Changed += new FileSystemEventHandler(OnChanged);
watcher.Created += new FileSystemEventHandler(OnChanged);
watcher.Deleted += new FileSystemEventHandler(OnChanged);
watcher.Renamed += new RenamedEventHandler(OnRenamed);
Keep in mind this would have to be implemented as a windows service to continuously monitor a directory.
The link i provided provides samples for what you need to do to make FileSystemWatcher class work.