Since it's been asked a few times, I thought I'd make a quick topic on how I got a download manager to work with the site. In my case I'm using GetRight, although FlashGot supports most AFAIK.
1) This is based on using Firefox - I know similar plugins exist for Opera, so it may be possible there too.
2) Download
FlashGot
3) Install and configure FlahGot using its instructions - it's nice and easy.
4) Pick a game from Abandonia and follow the Download links. The second "Get It Now" button may at first appear not to do anything. I've found that sometimes the dialogue has simply appeared behind my browser window, and sometimes not at all. However, if it doesn't appear it will after clicking the button 2 or 3 times - just pick a save location, close any duplicate dialogues and Bob's your uncle.
5)
Note: In order to covnserve bandwidth, please use only one connection to the server - you can then resume the download if it is interrupted.
EDIT: The new version of FlashGot seems to pop up in front first time for me, which is nice.
I hope this helps if anyone's having similar difficulty (and that the admins don't get upset if the "no download managers" thing is in fact deliberate...)