Fresh Download

If you're in need of downloading files and want a download manager that you can pause and resume downloads as well as allowing multiple connections for the same file... then Fresh Download is your application of choice.

This download manager can be scheduled for low-times downloads, allow for proxy servers, allow for password protected sites, and has a built in zip extractor. In fact, there really isn't too much it doesn't have including browser integration. Makes life a lot easier when freeware for Windows like this exist, eh?