|You could try repairing Internet Explorer (Go to add/remove programs - select Internet Explorer - click on uninstall - select 'repair Internet Explorer'), or you can try using another download manager, like the freeware program FreshDownload.|
But I think you best option would be to switch to Mozilla Firefox, which has it's own much better download manager, that even let's you download several files at the same time, and lets you resume downloads. Firefox is also much safer than Internet Explorer, and has many other useful features, like tabbed browsing that lets you have sveral pages open in the same browser window. Also it automatically imports your favorites, cookies and browsing history.
Download Firefox here: www.mozilla.org