Um, hello? I clearly stated that sometimes I get a message stating that the wad file is too big to be downloaded from the server.
Basically, to extend a little bit of what TSDude and Ezer.Arch just wrote, your problem doesn't have to do anything with the WAD file being too big. It relies on the fact that you can only get that message if you booted any WAD files before clicking on "JOIN GAME". I repeat, you're not supposed to do that. If you're gonna boot WADs by yourself, do it if you plan on hosting or playing it offline.
However, if it bothers you that you can't download it off the server. This isn't really an SRB2 problem (unless you count the fact that 1 MB is the default limit), it's whatever the server decides it to be, for whatever reason they may have. The netcode in v2.0.6 is already considered bad that you really wouldn't make to make it higher.
Why? Simple.
A. The host's internet may be incapable of sharing a file with someone and keep a constant flow in the connection between the other players already inside the server.
B. The netcode as I stated before, but to add on that, downloads tend to freeze. Which causes you to keep trying and trying until the eventual point that just clicking on the server does nothing and shows the title screen until you press ESC (or is that just me?).
C. (This kind of adds to A. but is enough to be considered as its own reason) There may be some WADs that the server doesn't mind providing for you to download, such as a simple SOC file, but at the same time may have a big level pack, like Tortured Planet or Mystic Realm for example.
So yeah, don't expect an easy solution for these. Your best bet is finding those files on the internet.