You are switching from the screensaver to the command line client (clc) right? Don't worry about the WU that would be downloaded. You can do the following:
After uploading hte results / downloading the next WU, you just quit the screensaver and turn it off.....go the folder you have the screensaver installed and copy to a temporal folder all the .sah you find. Install the clc with SETIDriver and SETISpy executables. Copy to this folder all the sah files and you have transfered the WU from the screensaver to the clc. If done with an already started WU, the progress will be lost, but you keep the WU alive.
Even if you loose the WU there is nothing to worry about it, as the same WU is distributed to several people to ensure that at least some of them return it, so berkeley can check for repeatable spikes and consistency of all the data.