If you're tired of having to close your Download Manager after you finish downloading files, you can configure Firefox to automatically close the Download Manager when the files have finished downloading.
1. Open Firefox 3.
2. In the Location Bar, input about:config.
3. Scroll down to browser.download.manager.closeWhenDone, double-click it to change the value from false to true.
Now the Download Manager will close by itself when the file(s) have finished downloading.
To change it back to the original setting, repeat the above steps and change browser.download.manager.closeWhenDone to false.