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Leech is a nice download manager that integrates itself with Safari and Firefox (through FlashGet). There is a free trial you can try out and it costs $14 for a license.

Sadly I don't know of any free download managers.
 
jdownloader is really slow and sometimes freezes your computer, but it does the job. Just disable the unnecessary graph and it should run a bit faster. (Oh, and don't try to download 15 files at once on a 100mbit connection, your computer won't like it :p)
 
iGetter (free, just has a 15sec nag screen on startup). Supports chunk downloading, batch and scheduling, it's brilliant.

Of course there's the DownThemAll extension for Firefox too :)
 
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