One of the occasional irritations of the Internet is that, sometimes, large downloads are interrupted and have to be restarted.  If you don't have a download manager program to store what you've already downloaded, this can mean restarting the download from scratch, which can be annoying, to say the least.  While we don't recommend any one download manager, here are some links to a few popular programs:

Free
Restarts interrupted downloads
Supports "download this later" for downloads while you sleep
http://www.freshdevices.com/freshdown.html

Free
http://www.freedownloadmanager.org/

ReGet Pro  ($9.95)
Restarts interrupted downloads
Supports "download this later" for downloads while you sleep
http://pro.reget.com/

GetRight Download Manager  ($25.00)
Most popular on Tucows
Restarts interrupted downloads
Supports "download this later" for downloads while you sleep
http://www.getright.com/

Tucows Download Manager Category
For people who want to see a larger selection:
http://www.tucows.com/manager95_rating.html