I found this while scrounging around the net for a decent downloader, and I think i found a gem.
FDM allows you to restart most downloads, it comes with software to try and defend you against malicious software downloads, and my favorite, it allows you to seed your download with other download mirrors.
So for instance, you want to download program.exe. you download it from the sight you find it, the if you google the same program (the download, in other words google program.exe, for example) and find a mirror for it, you can then add it to the download in FDM and it will then get that program from the mirrors you give it. Very useful for speedier downloads, and for those of us who have a net connection that seems to go up and down in transfer speed like a yo yo.
You can download FDM here: