StarDownloader had all the features I was looking for. I like the fact that I can minimize it and all the downloads it does to the system tray, plus it shows download progress on the system tray icons or I can click on it and it shows an on-screen display of the progress. It just has what I want. It's been a while since I messed with FreshDownload. From what I remember, to me, it still looked like it needed some work. That and I don't like having to register my software in order to use it properly.
As for the question "do they work", it depends on what you want it to do. Sometimes, yes, it can speed up your downloads by quite a bit. But, one of the main reasons I like to use download programs like this is simply for it's ability to resume a download. I hate it when I'm downloading a really large file, it gets to about 90%, then something screws up along the way (disconnections on dialup, connection timeouts, bad servers, etc). It's nice being able to just have to get that last 10% later than having to redownload the whole thing all over again.
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