Using DLGuard with shared hosting process limits?

I have got DLGuard for dealing with my cart and digital downloads, and thought to keep processing down I would host my files on another host Mediafire.

To my horror! I still see processes taken up by the php script thats running, should such scripts be kept open during the whole download process, if so the 25 process limit will get hit just a s easy if I put the files on my own hostgator space?

Thanks.