If you are using the standard download manager from IE or Firefox folow these steps:

First of all Helpero considers Firefox more reliable then Internet Explorer because the last one has some security problems at this moment and Firefox has a more efficient loading method.

1. Please install Firefox 2 from here
2. Install DowThemAll firefox extension which works like and advanced download manager/accelerator from here
3. Click to download a file and when the Pop-up window appears to save the file select from the list DownThemAll and save to your preffered location.