This download manager has been around forever but I only recently heard about it. It’s simple but allows multi segment downloading, resume, pausing and does file searching for mirror sites. All in all very nice.
http://i37.tinypic.com/33u61as.png
Although flashgot does not support prozGUI out of the box (why not?) it can be easily added as the picture shows. The one disappointing thing is it doesn’t support queueing and occasionally it has issues with urls that have & in them.