Downloaded tax information from financial co. , about 3 weeks later received another . If I dl this one will the first ones be sent in again and mess up the return ?

If the brokerage firm issues updated or corrected forms after you import, you will need to delete the original import and re-import the final/corrected forms. If you have already filed your return and the brokerage issues a corrected form you may need to amend your return. 

Related information: How do I import my 1099?

[Edited 3-16-2020:11:02 am PST]