Microsoft Download Manager is a lightweight and easy-to-use tool that you could use to download files from the web. There are no complex settings to configure and all you need to do is paste the file URL to begin the download process.
It can run minimized in the system tray and pops-up a unobtrusive notification every time a file download is complete or if the program has trouble downloading a particular file.
The software can only handle files that are served over the HTTP protocol (no FTP) but it does support downloading of files that require authentication. It was originally designed to help users download files from Microsoft sites but there’s nothing stopping you from using this program with any other site.
Microsoft Download Manager is compatible with all recent versions of Windows including XP, Vista and Windows 7.