Then just choose one server where you want to play and downloads won't be that frequent.
Also, downloading is one of the best features in MTA and it's insane to even consider canceling it.
I came here to request Ex-Yu board, too, but I saw that UkolazaNinje already requested it. Anyways, it would be pretty nice if we could get our board, since a lot of players from Balkan started to show interests in MTA in a last few months.