(Side note: This is based loosely on a previous tutorial about getting PCLinuxOS, which was lacking some important detail and needed to be adapted to more general purposes. This is the improved result.)
One very common operation in the GNU/Linux world is downloading of the ISO (CD or DVD image) for a given GNU/Linux distribution. Typically, this is around 650 or 700 MB – a sizable download. One of the biggest wastes of bandwidth – not to mention your time and patience – happens when an ISO download (or any other large download, for that matter) is interrupted or mysteriously quits… especially if it occurs when your download was almost complete. If you’re not using a download manager, you’re stuck downloading it all over again from the beginning.
There are a number of graphical download managers available at no cost. Ease of use varies, and importantly, so does freedom of use. That is, some of them are free/libre (also known as open source) software and some are not. The free/libre applications are safer security-wise to use on your system, since their source code is available for the public to scrutinize and ensure that they don’t do anything they shouldn’t be (such as collecting your information and sending it to someone without your knowledge or permission.) But the simplest one of all, in my opinion, is wget from the GNU Project, a well-trusted organization dedicated to producing and promoting free/libre software. It is safe and also very simple to use, even for those who are scared of the command prompt. There are no unnecessary frills, nag screens, advertisements, registration forms, restrictions, or user agreements in legalese. It comes with your GNU/Linux distribution and is almost always installed by default. That makes it very convenient to use.