Ever get tossed off the Internet in the middle (or at the end) of a really long download?  There's hope.  Here are links to popular download managers.
 
FlashGet - http://www.flashget.com (Freeware)
Free Download Manager - http://www.freedownloadmanager.org (Free. Open-Source)
GetRight - www.getright.com (Paid. Trial Available.)
Fresh Download - www.freshdevices.com (Freeware)
 
These programs are designed to help with your downloads ~ by making sure that when the modem disconnects or the lights go out, you havent lost what you've already downloaded. 
 
These are stand-alone applications.  Firefox users and anyone who's upgraded to the new versions of Internet Explorer can probably find browser add-ons (plugins) to help with downloads and a million other things, without going through stand-alone programs like these.
 
Here, I've listed just four of the many similar applications out there ~ and not only are they listed in no particular order, I haven't tested them either...  So, use them at your own risk!! 
 
Let me know if you strongly LIKE or DISLIKE any particular program, so I can make this information more useful to others.