Internet Explorer & Netscape come with their own download software but they are not very good. 2 real good ones are listed below. Check them both out and then decide which one you like.

Gozilla

• Recover from Download Errors
• Finds the Fastest Download Site Worldwide
• Easily find and install free software from the Internet
• Stop, pause, and resume downloads             
• Schedule downloads for a later time (like while you are asleep) I
• ntegrates with your browser
• Download and surf at the same time

Download Accelerator

Download Accelerator Plus  is the world's leading download acceleration software. The software is fully integrated into the browser. Our users reports up to 300% FASTER downloads(*). Download Accelerator uses unique algorithms to achieve this results. The software is available FREE of charge. There is no configuration needed in order to set up the software, only a simple installation procedure.  Download Accelerator Plus support Mirror-Site searching, multi-server downloads, error recovering,  proxy and many other features.

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