MultiGet Project Page
Remember to download the correct version. For Windows users, you
will have to download the binary package (packed specially for
Windows; see image below, boxed up in red)
After downloading it, uncompress it. You can get 7-zip to uncompress it.
7-zip is a free and open-sourced uncompressing utility. 
After unpacking it, start Command Prompt. (Start > Run and type
in cmd)
Change the directory to where mulitget.exe is
located.
In the screenshot below, multiget.exe is located in
desktop\multiget-1.1.2-win folder
To change directory in Command Prompt, type in: cd location
In my example, it will be cd C:\Documents and
Settings\Family\Desktop\MultiGet-1.1.2-win
Then type in multiget.exe to start the program.
MultiGet will open. Minimize this window.
Locate the FTP link that you want to download from.
In Firefox, right click and select Copy Link
Location. In IE, right click on the link and select
Copy Shortcut.
Restore MultiGet. Click on Task >
New.
In the Main URL box, press Ctrl +
V to paste in the link.
Explanation of other boxes:
Mirrors: No idea what's that, it seems to save all URLs that I
visit. 
Save to: Where you want to save the file. Click on the
... button to browse to another location to save
the file.
Rename: The name of the file
Threads: It's to split the downloads. If you want it to be faster,
up this number. The default is 5. Bear in mind though, the more
downloads you split, the more bandwith you are using. If your net
surfing speeds suddenly slow down, that's one cause.
Retry: Number of times to retry if your net connections are
unstable.
RetryWait(s): The amount of time to wait before retrying.
Run Now? : That means either to start the download now (yes), or
later (no)
Proxy section: Change the settings here if you are using a
proxy.
Login section: Some sites will give you a username and password to
login before downloading. If you do have a username and password,
type in before proceeding.
A successful connection:
