Warn before disconnecting a session where a file transfer is still in progress

When you have a large file transfer going on, it sometimes happens you close the normal session also closing the file transfer session inadvertently.

It would be nice if you a least got a warning that a file transfer is still going on and if you are sure you want to end the main session closing the file transfer as well....

Sometimes this means restarting a hour lasting file transfer again for us.....