Prozilla is a very good tool which supports multithread download. It can be compiled and run on FreeBSD, Linux, etc. But it seems that no one released a binary version of windows.

How to compile it?

1. run ./configure first
2. search and download the getaddrinfo and strcasestr.
3. put these file to libprozilla/src
4. modify the Makefile, add getaddrinfo and strcasestr items
5. modify connect.c and ping.c, add the header file "getaddrinfo.h"
6. run make

You can download the binarybinary, or the getaddrinfo/strcasestr