At 10Mbps a download manager would be even more important.
If you try to download an .iso of 700MB it is going to stall probably many times and even time out while trying to get it. You will have to restart the download over and over and maybe just not be able to get it at all.
wget once started will stay with the file until it gets it.
You can wget
http://www.website.com/pathtofile/filename.iso
and go to sleep for the night. When you wake in the morning wget will have the file or still be working on it if it is huge with no interaction from you. It will even work in the background after you have closed the Konsole or shell as long as you keep the machine running. Doesn't matter if the download stalls for an hour, wget will pick it up when the path is clear.
Take a look at the man page for wget
man wget
Another useful utility is curl
curl is very useful for showing you the url the file is sitting at. This is useful for getting local copies of files like streaming audio-video, or links that don't show the location of the file. Once you identify the file that the link is streaming, or where it is sitting you can then use wget to get it.
man curl
wget doesn't support rtsp:/ mms:/ pnm:/ protocols, for those kind of files
Mplayer will also dump its stream to a file for those protocols. If mplayer will play it, you can get it.
mplayer -dumstream -dumpfile Giveitaname.wmv mms://www.website.com/path/file.wmv:80 ect
Read the man page for mplayer
man mplayer.
You don't get the adware, spyware, or time limited trial versions with these great open source utilities that you get with the windows apps. Plus I've never seen a windows app that would stick with a file like wget does.