I suspect you have been downloading with your web browser. That's your first mistake. You don't need a "download manager", just a real FTP client (all of which support resume). There's literally
hundreds of those for Windows.
I am not going to make a specific recommendation -- just try some. This is because I primarily use SFTP and have had to reject many popular and otherwise nice clients due to SFTP related issues (which don't apply if you are not using SFTP).
Another very useful utility you should be aware of is
wget, a command line tool for tasks ranging from downloading a single large file to mirroring entire websites. It supports FTP and supports resume when used with -c option.
