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.