Being on a rather cruddy satellite connection (the only other high speed options either don't work, or require a pricey aircard), I have tried download managers to see if they can be scheduled during off hours - or just do a better job than my browser.

Leech looked good, but I ended up with 1/2-complete corrupt downloads. The last attempt was the 10.5.3 update for which I managed to get 208 megs before it stopped.

Safari managed to get the complete file. I'll stay with Safari (or Firefox) for my downloading.

Apple has been turning off this kind of download access for security reasons.
It might work well for other sites, but Apple is not letting more and more of thier updates to be downloaded using Speed Download (which I own and use) and the like.
We may see more of this from others, but for me, SD works great 90% of the time.