FlashGot is the free add-on for Firefox and Thunderbird, meant to handle single and massive ("all" and "selection") downloads with several external Download Managers.

For Windows (BitComet, Download Accelerator Plus, DownloadStudio FlashGet, Free Download Manager, Fresh Download, GetRight, GigaGet, HiDownload, iGetter, InstantGet, Internet Download Accelerator, Internet Download Manager, JDownloader, LeechGet, Mass Downloader, Net Transport, NetXfer (Net Transport 2), NetAnts, Orbit, ReGet, Retriever*, Star Downloader, Thunder (Chinese only popular product), TrueDownloader and Ukrainian Download Master [Russian language only] ), Uget, WellGet, wxDFast

For Linux / FreeBSD / other Unix-like OSes (Aria, Axel Download Accelerator, cURL, Downloader 4 X, GNOME Gwget, FatRat, JDownloader, KDE KGet, SteadyFlow, Uget, wxDFast ).
Many Windows-only download manager are supported on Linux through Wine!

For Mac OS X (Folx, iGetter, JDownloader Leech, Progressive Downloader, Speed Download and wxDFast*)
* wxDownload Fast for Mac OS X is currently available in source form only

FlashGot turns every supported download manager into a download manager for Firefox!