You can install these following packages that can be use as download manager for Ubuntu
Wget
Wget is a network utility to retrieve files from the Web using http(s) and ftp, the two most widely used Internet protocols. It works non-interactively, so it will work in the background, after having logged off. The program supports recursive retrieval of web-authoring pages as well as ftp sites — you can use wget to make mirrors of archives and home pages or to travel the Web like a WWW robot.
Wget works particularly well with slow or unstable connections by continuing to retrieve a document until the document is fully downloaded. Re-getting files from where it left off works on servers (both http and ftp) that support it. Both http and ftp retrievals can be time stamped, so wget can see if the remote file has changed since the last retrieval and automatically retrieve the new version if it has.
Wget supports proxy servers; this can lighten the network load, speed up retrieval, and provide access behind firewalls.
Wget is a default download manager for Ubuntu Edgy Eft. Therefore you do not need to install it again 
Aria
Aria is a download manager. The transfer can be paused, resumed, queued and saved. It has a very user friendly GTK based GUI, and useful log consoles. Program supports CRC checking, HTTP proxy server, cut-and-paste, drag-and-drop, and can define specific file retrieving procedure for particular web servers.
sudo apt-get install aria
Curl
Curl is a client to get files from servers using any of the supported protocols. The command is designed to work without user interaction or any kind of interactivity.
Curl offers a busload of useful tricks like proxy support, user authentication, ftp upload, HTTP post, file transfer resume and more.
sudo apt-get install curl
Downloader for X
Downloader for X is a powerful graphical download manager. It supports both HTTP(S) and FTP protocols and has nice graphical user interface, though some actions can also be performed using the command line.
Among others, its key features include proxy and SOCKS5 support, recursive downloading, wildcard matching, download scheduler, multiple download queues and more…
sudo apt-get install d4x
Gwget
Gwget offers a GNOME front-end to the popular wget application, with enhanced features, such as systray icon, multiple downloads and a powerful preferences manager.
sudo apt-get install gwget KDE KGET
KGET is a a download manager similar to GetRight or Go!zilla. It keeps all your downloads in one dialog and you can add and remove transfers. Transfers can be paused, resumed, queued or scheduled. Dialogs display info about status of transfers - progress, size, speed and remaining time. Program supports drag & drop from KDE applications and Netscape.
sudo apt-get install kget
This package is part of KDE, as a component of the KDE network module. Therefore you need to install another KDE packages to run KGET on your Ubuntu Edgy Eft.
Firefox Support
Firefox is a default web browser for Ubuntu Edgy Eft. Thanks God it’s Firefox 2.0 
Just my Two Cents
Usually I use KDE KGET + Flashgot for my Download Manager. This integration make my download activity become fun. Perhaps I will try GWGET for my next tool. GWGET have some interesting features, such as:
- Resume: By default, gwget tries to continue any download.
- Notification: Gwget tries to use the Gnome notification area support, if available. You can close the main window and gwget runs in the background.
- Recursivity: Gwget detects when you put a html, php, asp or a web page dir in the url to download, and ask you to only download certain files (multimedia, only the index, and so on).
- Drag & Drop: You can d&d a url to the main gwget window or the notification area icon to add a new download.
Firefox Extension: Fireget
