Download Accelerator Plus has won the comparison in the latest c’t magazine. Plugs directly into IE, Opera and Firefox and really squeezes the last bit of power out of your internet connection… But speed can also be throttled to enable painless surfing while a download is running.
The free version is ad-supported (but not too annoying). If you don’t like to Google Toolbar (anyone? =:-o) make sure to disable its installation during the setup.