I use Download Mage

I also registered this ages ago, (and of course after that development seemed to stop), I liked its "Sticky Notes" for an easy way to see what was happening.

Nowadays, I just use Firefox's builtin downloader, (via Download StatusBar), or if there's something I need to download overnight and I want it to just work, I use WellGet, (also seems to be abandoned).

Has a few good features (bandwidth control, drop icon, builtin player to play streaming file, etc) and doesn't require installation (just extract to a directory - keep it on your Flash drive).

You can get the last available version at SoftPedia: WellGet 1.25 build 0118