If you’re not happy with the built in download manager of your web browser (which is totally understandable btw :)) then the best solution is to install some sort of a dedicated download manager such as Uget or GetGo for instance.
But most of those tools are OS dependent (above mentioned two won’t run in other than the GNU/Linux platform) so the best solution is to use a browser Add-on, and because it runs on top of the web browser, it’ll work no matter what operating system you use.
In that case you can try an Add-on called ‘DownThemAll’ (only supports Firefox). It comes with few useful features such as:
*. Increase download speeds up-to 400% according to the developers.
*. Adds to the Firefox Context menu and into the file downloading window.
*. Pause/Resume or Restart downloads.
*. Download any links in a given web page.
*. Easily filter-out the file types that you don’t need ‘DownThemAll’ to capture.
*. When a download is completes it notifies you with sound notifications and popups.
*. Limit download speeds.
*. Manually add mirrors (this is very useful sometimes for speeding up the download speeds).
*. File hash checking.
*. You can change few other additional tweaks via its “preferences” window.
But remember, while I was using it I couldn’t get any YouTube videos to download using it. But once you’ve finished watching a video you can save it to the disk.
If interested please get it from this page. Good luck.