I know of
http://aria2.sourceforge.net/, appears to be a decent program... but don't hammer servers, many hosting providers inaccurately measure bandwidth.
What does that mean? Well if you make 5 concurrent connections to download some 1GB file, it'll appear as if you downloaded 5GB of data.. not including any failed "retries".
I'm not going to lie, you'll see amazing speeds.. but in the end, think of the person paying the bills.