Create your own collection of containers and add them to it, and not directly to the collection of page controls.
On .aspx:
<asp:Panel id="links" runat="server" />
( Init, ):
foreach (FileInfo fi in dirInfo.GetFiles())
{
HyperLink hl = new HyperLink();
hl.ID = "Hyperlink" + i++;
hl.Text = fi.Name;
hl.NavigateUrl = "../downloading.aspx?file=" + fi.Name + "&user=" + userIdpar;
links.Controls.Add(hl);
links.Controls.Add(new LiteralControl("<br/>"));
}