But the one thing that always bugs me is although Firefox has a very efficient pop up blocker, every time you used its download manager (which is really good) a new mini download window pops up.. and you can not close it untill the download is complete.
Lately i had been looking for a solution and then I came across this new firefox addon which solved my problem. Its called the Download Statusbar, which is a browser extension that allows you to keep track of ongoing and completed downloads in a hide-away statusbar.It auto-hides when not in use, single-click pause and resume, Resume all, Cancel all, and Remove all finished - available from the context menu of the bar itself are some of its features.
This addon really rocks. Try it out here.