FlashGet features:
* clipboard monitoring, browser monitoring (Explorer, Firefox, Opera) - you just click or copy the download link you want and FlashGet will get it for you
* split files into sections or splits, and download each split simultaneously
* supports RTSP and MMS protocols
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* a very nice Site Explorer utility that lets you explore HTTP and FTP sites. You can crawl Google site, starting from the index and flolowing all the links recursively.
* you can create rules for download management: for example, all mp3 files should go into a specific folder
Download from Softpedia (FlashGet's homepage has slow mirrors for download)
Update: FlashGet is now free and it doesn't have ads.