For CkSftp and CkFtp2 I call put_EventCallbackObject to get progress notifications for downloads. I am quite sure it was working with the 9.4.0 release version.
With the current 9.4.1 prerelease (the lib files are dated 29 Apr 2013) PercentDone isn't called, even for large files.
VC2008, both 32 and 64 bit.
There's been some internal re-wiring, and that's the cause. One task prior to official release is to test all percent-done callbacks. I'll get you a new build as soon as possible.
There is no real hurry, I just wanted to be sure you are aware of the problem so it is fixed in the final 9.4.1 release.