LeechGet is another good one. And this one is
free 
Little warning though: using a downloadmanager sometimes cripples the file you download (esp. exe files). So i don't recommend it to download programfiles, unless it's to get around IE securitysettings (certain files you can't download just like that anymore..LeechGet gets around that). Another plus of LeechGet is that you don't have to use it to download. It will popup when you download something but closing it takes you to the regular way of downloading.
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