The download managers are not supported told mine yesterday AshFirelord :)
What about allowing them, but it could create security holes :/
Anyway I don't usually use pause/resume button unless I've got an Internet problem, but at 99.9%, the download froze because my manager is a bit... violent, connecting 16 times to the servers and getting 16 parts apart. Once a part is finished it splits an existing part in two and sometimes on some sites it blocks in the end, so I recommend you not to use it to accelerate your downloads. Unless you tweak them efficiently of course
About the downloader now. If it is totally optional and accepts stop/resume, why not? I mean you can use it if you want I don't see any big problems about that.
About the Compressed/EXE: some users running on linux could have issues indeed like said vear. I also like getting my hands on Compressed files because they're not intrusive, creating shortcuts and stuff in the registry. I know some games needs the registry to work, but that's another issue, I'm talking about the installer/uninstaller thing. (Oh, also, question for the team : do you give Adobe Acrobat Reader because he's well known or because they support you ? I personnally use Foxit Reader for it is far less intrusive and crappy than Adobe's).
My point about Compressed/EXE: why not letting both available o/