When I join a custom map server, sometimes it downloads the map fine, but then when it is trying to download the scenery, it get stuck and i just see the message: "Downloading... scenery-gfx/_bgmorning.bmp"

Is it because I am using ICS or it is soldat problem?

It probably has nothing to do with ICS, because you don't have to listen/accept on any ports to download the files.
Maybe something bad happens when you're downloading a file and a certain thing changes at the server (map change, server full, etc.)?
Sorry, can't help you.