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.
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.
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.
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.