I may be wrong about this so please correct if I am. I was under the impression programs such as Dload XL actually download files in chunks.
For example, when XL starts downloading a 20mb file, it first searches for the mirror sites where that same file can be found. Let\'s say 3 mirrors are found for a total of 4 sites housing the same file. This is where XL really comes to use: it downloads the same file from the 4 different sites at the same time, and each chunk is a seperate part of the file. You\'ll notice at the end of a really big download it will say "Building Output File..."
In theory this technique multiplies dload time by 4, but it\'s more like 2-3.5x as fast. Whatever the case, it is much faster than Save Target As...