The Microsoft Download Manager enables you to download files from the Internet in a more reliable and faster way than using a browser alone. Using the Download Manager makes it easier to download large files such as an application or multimedia files. Also, it has resume support so that you can continue downloading files from where it left off the last time.
I tested it with a couple of sites and I managed to get very good download speeds using Microsoft Download Manager, than using IE.
Tip: Increasing the maximum number of connections improves the download speed.
By default it’s set to "Use browser settings", which caused the following error when downloading a file. I had to enable the No proxy option to make the download work.
Overall it’s a nice little download manager, and it would be great if future builds include browser integration (with IE, at least) support.
=> Microsoft Download Manager [from Microsoft Downloads]
=> Microsoft Download Manager [from SoftPedia]