Download Express DownloadDownload Express HomepageDownload Express is a download manager.
It is free for personal use.
One good thing about it, you can control the download speeds and it lets you choose how many downloads you want to split it into.
Free of spywares too.
The downside - it doesn't work with Firefox 2.0.0.1.

So, you have to work with IE if you are using the latest version of Firefox.
Some screenshots:
Changing the download speed
Splitting downloadsClick on Advanced and select the Connections tab.
Downloading files
I don't have Opera browser to test with. Sorry for that, but I think it should be compatible as well. If it isn't... still with IE then. Like for Firefox.