Please provide more specifics. For example, if you have one account, but multiple aliases, They are actually one true address. If you have completely separate accounts, then a common download should not work. Thank you.

Thanks for your reply. I have one main account & multiple aliases. I opened a new alias today. When I downloaded it on to thunderbird it downloaded all my other email addresses. I don't understand why this happened as I have set up individual mail accounts on thunderbird for my other alias.

Well, all aliases point to the actual account. Setting them up individually gives you the appearance of separate accounts, but when you set up the master account, they will all go there as well. It's not a Thunderbird issue, it's how aliases work. My suggestion is to have one account, and then identify the others in the identities pane. That lets you send and receive from each by using the dropdown menu in compose window and you can then respond to each according to its alias name. In summary, treat them as actual aliases, e.g., nicknames, of the actual account.