I have found this link and has valuable Download Manager for us. A few of them are portable. Check them out
The Title though gives more emphasis on wxDownload with looks a lot to MultiGet which can be found under all (well almost all OS). I personally use it under FreeBSD and I must say that downloads like hell (FreeBSD 6.2 was downloaded within 47 minutes) with speed of 400kbps download!!! I use 1Mbit connection...
Waiting for your feedback.