< snip >
>1.
>But what happens is that in Program2 the ADIR function finds the textfile even before the download is completed. How do I make sure that Program2 begins appending only after the download is complete?

You can use FOPEN() function to check if file is open somewhere else.

lnFH = FOPEN(lcFileName, 12)
IF lnFH > 0    && file isn't in use
  FCLOSE(lnFH)
  .....
ELSE
ENDIF

>2.
>CAn FoxPro move ahead in code. That is as it is downloading the first text file which is pretty huge will it execute the following lines of code, even if the download is not complete?

No, but you can run them as separate programs.