Microsoft has now included on IE a download manager.
When a you start a download, IE will ask you what do you want to do (as usual, SAVE or RUN) but no more with a ‘pop up’ Window.
You have an action bar on the bottom.
For security reason, IE will scan the download; to detect if this is a ‘real’ download or if this is a virus or spyware.
Then you can manage your downloads from the Settings menu\View downloads