I hate the download manager that Mozilla turns on by default. It’s another window you have to Alt – Tab through, and it rarely has useful information for me. Granted, if I was on a modem, or downloaded files often, it might be more useful. But as it is, 90% of the time that it pops open, I don’t even look at it until the download is done. In fact, I can’t think of a single time when having the download manager has been useful for me, even though it’s high on other people’s lists of cool features in Mozilla (or, in this case, Firefox).
Luckily, you can turn it off in Mozilla 1.6 (I haven’t tried in earlier versions). Go to edit / preferences / download / … and choose the behavior you want when downloading files.