A popular add-on for Firefox, to help you download all the links, movies and audio clips on a single page at maximum speeds, is FlashGot.  Created by the same man who brought us NoScript, this lightweight and reliable external download manager will let you download a plethora of information with a single click. 

While this extension has many good features, my favorite might be the FlashGot All.  By selecting this from the menu (or by hitting Ctrl+F3) you can grab all the links found on a current page and dispatch them to the default download manager.  Another nice feature included is the FlashGot Media option.  Watching a video on YouTube?  Quickly download it by hitting Ctrl+F7, via the right click menu or from under the “Tools” Category in your menu bar.

FlashGot might simply be the best integration/add-on for your download manager.