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