I do the exact same thing. Then I just use iFile to locate the downloaded file and move it to the necessary place depending on what I'm doing. Its a great alternative for not being able to use safari download manager. I used to use safari with all the available extensions in cydia but dolphin has all those features built in. Plus with dolphin I can stream music and videos from my favorite websites (I only mention that because I used to use opera which I always ran into streaming problems with because of their pre-rendering technology). Now that I am jailbroken, adding Adblocker to dolphin makes me not miss safari at all.