One caveat - the application defaults to sending information to Norton about what caused the prompt and what your response to it was. See link for more details http://www.betanews.com/article/New_Norton_Vista_tool_trades_UAC_for_online_feedback/1223668881

Free download manager may be able to let you do that - http://www.freedownloadmanager.org/
They have a decent category based filtering system...

This is a utility I have been using for about 5 years now and have read very little about it online... So figured that I would spread the word.
http://www.conceptworld.com/Piky/piky_features.asp
"With Piky Basket, you can reduce repetitive tasks when copying/moving files and folders in Windows. Piky Basket allows you to select files/folders in to a "basket" from different locations. Once you are done selecting, you can paste them all at once to the target folders. It also allows you to selectively paste the files to the target folder."
Also lets you copy the path to clipboard and launch a command prompt, but it is the first feature that totally rocks.