WebQ is a tiny downloader tool that streams data off an HTTP connection and saves it to the local storage. Entries can be queued up in the WebQ UI and left to download overnight, for example.
You can either drag-n-drop URL links from a browser onto the WebQ window, or use the right-click context menu to paste in targets from the windows clipboard.

great for downloading movie trailers!
WebQ uses a worker thread to initiate a connection to the chosen URI, using the WebClient class to talk to HTTP servers. It does some parsing of the response headers (eg. finding file size from "Content-Length") and a pair of Stream instances to pull data off the server and save it to a local file. Also bungs up statistics as to the current transfer rate, amount to download, etc.
The source is here. Download a precompiled version here. Built with .NET 1.1 and VS 2003.