I have been using Free Download Manager (FDM) for a few years now. If you don't use Firefox (FF) then it is an essential add-on to Internet Explorer. In FF you can add the extension called Down Them All (DTA) via a plug-in. For a lot of simple file downloads this does the job for me. http://www.downthemall.net/
However FDM is a very capable program. It has also recently gone open source which means it is completely free and (if you understand this stuff) you can look through the programs code to see what it does - ensuring there are no nasties in there. It now does bit-torrent and a few other things I haven't fully checked out yet.
Here is a full feature list: Free Download Manager | Features
FDM also has a unique feedback option. When you are downloading a file it checks that file against a database of user opinions. This makes it easy to get a group of opinions on a program before you even download it. Just beware that some people mark files as a virus or awful because they don't like it - when really it is ok. e.g. Microsoft files and iTunes always get a bad rap from the trolls. Be sure to read the comments and like anything do your research before you install anything.
If you use a different download manager or use IE without a manager then you should give FDM a try
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