Gwget is a popular download manager that features:

* Resume: By default, Gwget tries to continue any download.
* Notification: Updates you in the notification area without opening the program
* Recursivity: Gwget understands html and other formats for faster initiation of downloads
* Drag & Drop: You can drag and drop downloads on the notification area
* Firefox Extension: Fireget

Similar applications: 
FlashGet, GetRight, Go!Zilla, KGet