Yes, I reccommend you do use a download manager too, like Get Right and GoZilla (which have 30 days to use, then you pay) or NetAnts or Download Accelerator (which are entirely free). I find the basic Windows downloader very slow, and it looses your download frequently. Then you have to try again. With a Download Manager, this rarely happens, and if it does, you can resume your download from where it left off, rather than start again. This also means that you can download large files over a number of Internet sessions, which the Windows downloader won't let you do.
Give it a go!
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