Sometimes when I want to download something, Speed Download automatically opens and downloads the file; sometimes not. If it launches, though, Safari crashes after a while.
If you want to prevent this but use the plug-in in Internet Explorer, you can delete the Speed Download plug-in out of the "Internet Plugins" folder. If you want to download something in IE with Speed Download, you just have to control-click the link and select "Download with Speed Download."
[robg adds: I have no experience with this as I don't use IE or Speed Download, but I thought this may be of interest to others.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20030501152113599