Sometimes at work, I have problems with downloads that stall out. With Internet Explorer, this isn't an extreme pain as IE can resume a download where it stalled out. With Firefox, however, there is no built in resume functionality.
So I did some searching and found Free Download Manager.
Works with either IE or Firefox as well as other browsers. Fairly easy to use and set up. Controls for total number of downloads and threads are easily accessed which is a good thing. The standard 2 downloads setting in IE and Firefox is pretty annoying if you do any amount of downloading of multiple files at once (such as when you want to download all driver updates for your PC) so it's great that FDM allows you to change these settings with zero pain.
Can also have it break downloads up into smaller sections to perhaps increase efficiency of downloads.
Also has good folder management where you can set up categories with separate folders for each category. Can make it easy to control where downloads of different types go.
At any rate, if you use IE, Firefox or one of the other popular browsers and are looking for a good download manager, I highly suggest you give FDM a try.