Free Download Manager

Free Download Manager (FDM) v2.5 introduces some really nice features.

• Flash video download
• Audio / video files converter
• Bittorent support
• Easy file sharing
• Remote control
• Portable mode
• Metalink support
• General Public License
• Multilanguage support (desired language may be chosen during installation)

I typically use the built-in download manager in Opera, but for large downloads I will use this application.  Simply copy the download URL to the clipboard and start FDM.  When you go to add the URL to FDM, it will automatically pick it up for you from the clipboard.  I do  not have FDM integrated into Opera or IE.