I'm sure you tried this, but set up a folder exactly like you want all folders to be. Then click Tools, Folder Options, select the View tab, and click Apply to All Folders under Folder views. If that doesn't fix your problem, then I guess we need more information such as which application you're using to download, is that the program that you're using to then add the downloaded file to a folder or do you just download to the desktop then you drag the file where you want it, or what? In other words, what program is it that opens up the directory in size sequence? If that's the program that you use to add the download to a folder, then you need to check if that program has any options as to how it lists the files in the folders. Good luck and keep us informed.
Cheers and Regards.