I've mostly switched to FireFox based upon it's speed and in comparison to IE it's a heck of a lot less clunky.
However downloading files is limited, by default to 2 connections per server. Although the general W3C spec on HTTP downloads (or in actuality) 3 simultaneous connections to a server from a client, I feel the need to violate that rule.
Thankfully, it's easy to change in FireFox.
From the address bar, enter "about:config". Then filter down to you see (or just scroll) to the setting network.http.max-persistent-connections-per-server.
It's set to 2 by default (I think it should probably be 3), but I've upped it to 10 for me. So, when it's time to download those 8 part VS 2008 VPC image files, just click on them all and sit back and wait.