Use download manager on firefox.
DownloadThemAll is one of the addon which which will replace the download manager. Is a good download manager which has all the features of a full fledged download manager. It will work work with the same network settings as that of the firefox browser. So if you have configured proxy on browser, you need not have to configure it for the download manager separately. Only drawback of this is that, it does not downloads torrents.
This will of great use for those who uses linux in which there will be problems installing right software packages and lack of user friendliness. These addons can be used on almost all OS where firefox is available. I'm using this as download manager on my Ubuntu amd64.