I was trying to download large files, and I could only find few Firefox download managers. Some of them, when I download files, it gets corrupted and is unusable. Therefore, I looked for Ubuntu apps in the Ubuntu Software Center, and searched for download manager. I've found several like Gwget, and KGet but settled for KGet.
To use KGet, you right-click on a link and copy the download link location, then New Download, and paste the URL. Or, drag to the KGet icon on the lower-right corner.
Sometimes, downloading gets interrupted. You just have to click Resume. At other sites, your downloads gets stalled, and in order to resume, you have to copy again the link, right-click on the downloading file->Transfer Settings->click on the file->click Mirrors->Remove the current mirror, then Add the new download link. After pressing Ok, the downloading process resumes.