FlashGet was created to speed up your downloads by optimizing your bandwidth (just be careful if you share your connection). How does it work? FlashGet creates a multiconnection on your PC and it joins them, so the download process is much faster (up to 300%).
It also includes other options that are commonly found in other download managers such as categories, drag&drop, etc. It even supports customizable skins and settings. The program is totally free although it does display a banner in its main window.