I use flashgot, it works really well for me. Im not sure how well it intergates with IE, but its seamless with Firefox. You click to download something and it automatically pops up with all the options you'll ever need. It pulls the good old multiple connections trick and probably a few others. There is a cap to how many simulaneous downloads you can run, but if you queve them all up, they will start right after the other finishes. If you get DCed in the middle, it starts right where you left off. You can set it up right so if you have files with many parts but the same name, to DL them all without clicking.

For example I want file x-y.zip and there are 4 parts, you just hit batch download, type the url and set the range 1 to 4 with a step of 1 and itll grab them all.

Its the only one ive used, its sufficient IMO