For downloads Helpero recommends Download Accelerator Plus.

How does DAP work?
Click to download a file&DAP will accelerate your download by finding the fastest sources (websites) for the file you want, then splitting the file into several pieces&downloading them at the same time, making the most of your connection speed.

There are two ways to download a program from the Internet past your security:

1. Use a download manager such as Download Accelerator Plus and when your firewall pops up choose "allow" or "unblock" to let the application access the Internet.
2. Temporarily disable your firewall and download the file.

You can download DAP from here.