Aria2 is an utility for downloading files with nice features:
* Command-line interface
* Download files through HTTP/HTTPS/FTP/BitTorrent
* HTTP Proxy support
* FTP though HTTP proxy
* HTTP BASIC authentication support
* HTTP Proxy authentication support
* Segmented downloading
* Cookie support(currently aria2 ignores "expires")
* Run as a daemon process.
* Selective download in multi-file torrent

WWW: http://aria2.sourceforge.net/