Download Accelerator Plus
This program manages every aspect of the downloading process, including letting you do multiple downloads simultaneously, turning individual download sessions on and off, as well as accelerating your downloads.
The acceleration happens two ways: by downloading from the fastest servers, and by establishing multiple connections to servers.
It also can resume downloads if you lose a connection for some reason. There's plenty more here as well, including a feature that lets you limit the amount of bandwidth for your downloads. Also useful is that it integrates with your browser. So initiate a download as you do normally, by clicking a link, this program springs into action.