Freedownloadmanager is heartily recommended by me.
1. It integrates with Firefox 2 and IE6 (dunno about 7), so any download link you click on is moved automatically over to FDM.
2. You have the ability to provide feedback on the download, whether it was malicious or not, or your rating of the download.
It does not take up lots of resources, and you can throttle downloads individually, or as a group.
It also have the ability to act as an HTML spider, so if you're on a crummy dial-up link, you can "suck up" an entire Web site overnight, for leisurely perusal offline (or downloading other stuff). - This is what I did with
www.zapinspace.com - the link was just too slow, so I sucked it up overnight, and the next day browsed the comics leisurely without having to wait for the comics to be downloaded...
Irfanview is also a "must-have"...