Do you merge the transactions and confirm them? And do they continue to download after that?
Or do you delete the "duplicate" downloads and then download again and get them downloaded again?
What is supposed to happen is that the downloaded transaction has a hidden code that tells MD not to get it again, and even if they do get it, they ignore it. You can look for the id by right clicking and picking Transaction details - it is called FITID
So, the reason you are getting duplicates is that you keep deleting the transaction containing the FITID number, thus it gets downloaded again.
Merging allows you to take the original transaction and combine it with the download - this will place the FITID into the manually entered txn. (Merging works for banks/credit cards, not for investment accounts)
If you can't merge, keep the downloaded transaction and delete the original (with no FITID). You may want to put the memo from the original into the downloaded one to keep the information you want to preserve.
If available, a merge option should appear if you click on the downloaded transaction (which should have a blue dot within it).