WinSCP is a SFTP client and FTP client for Windows. Its main function is the secure file transfer between a local and a remote computer. It uses Secure Shell (SSH) and supports, in addition to Secure FTP, also legacy SCP protocol.
GetGo Download Manager works with Internet Explorer and Firefox and embeds a toolbar on the browser's interface from which you can access the program's main functions. GetGo Download Manager is a great app to manage your downloads that can also extract and download YouTube videos.
FlashGet takes care of all your downloads and automates the process from beginning to end. It lets you download multiple files simultaneously and organize them into categories - movies, music, software and even customizable categories. Plus, now it also works with Torrent and eMule files.
BitComet, another powerful download manager easies HTTP/FTP downloads, P2P Downloading, Direct links downloads. Works efficiently in windows platform that can easily set the priority of files being downloaded.