Extra Carriage Returns

I'm getting extra carriage returns in most txt/php/cgi files I download with SmartFTP... For example, I can upload a file like this:
Hello World Line 1



Hello World Line 2



Hello World Line 3



Hello World Line 4

and check it on the server- it looks fine. But when I download and view, it looks like:
Hello World Line 1







Hello World Line 2







Hello World Line 3







Hello World Line 4

I know it has something to do with the DOS-Unix CR-CR/LF, but what do I do to prevent it? Could find anything in the KB...

Thanks