If you download Mozilla FireFox 0.9 you do have a download manager as it is included in the browser. You still have to get it in one dial-up session though (you can't continue a download you started in a previous dial-up, but you can pause/continue the download within the dial-up session)
Check it out here:
http://www.mozilla.org/products/firefox/
The download is rather large (4.7 MB) but I'm glad I have it now and don't use IE no more now
