HELP! CFtpConnection GetFile cause memory leaking, WHY?

I'm trying to use CFtpConnection GetFile to download files from a
WS_FTP server. I found if I download 1000 files (Size from 17KB to
25KB ), it can cause about 10M memory leaking. When I commented out
the GetFile( ) line, there was no memorry leaking. WHY?

 Following is part of my source code:

try
                        {
                                // Request a connection to Image
Server
                                //Use default FTP Port
                                //Use Passive MODE
                                pConnect =
sess.GetFtpConnection(strISIP,strFtpUser,strFtpPwd,INTERNET_INVALID_PORT_NU=
=AD
MBER,TRUE);

                                //Change FTP folder
                                pConnect->SetCurrentDirectory(_T("/
Transfer"));

                                // use a file find object to enumerate
files
                                CFtpFileFind finder(pConnect);

                                // start looping
                                BOOL bFoundFile =
finder.FindFile(_T("*.pgp"));

                                while
((bFoundFile==TRUE)&&(nMaxImages<MAX_IMAGE_NUM))
                                {
                                        bFoundFile =
finder.FindNextFile();
 
strRemoteName=finder.GetFileName();
                                        strLocalName=strLocalPath
+strRemoteName;

                                        // BOOL bFailIfExists =
FALSE,
                                        //DWORD dwAttributes =
FILE_ATTRIBUTE_NORMAL,
                                        // DWORD dwFlags =
FTP_TRANSFER_TYPE_BINARY,
                                        // DWORD_PTR dwContext = 1

                                        bGetFile=pConnect-


=ADR_TYPE_BINARY,

1);

                                        If get File Remove the file;
                                        if(bGetFile==TRUE)
                                        {
                                                pConnect-


                                        }

                                        nMaxImages++;

                                }
                        }
                        catch (CInternetException* pEx)
                        {
                                TCHAR sz[1024];
                                pEx->GetErrorMessage(sz, 1024);
                                pEx->Delete();
                         }

                        // if the connection is open, close it
                        if (pConnect != NULL)
                        {
                                pConnect->Close();
                                delete pConnect;
                        }