I went to that test page with Opera, and the only one that it allowed was the mouseover. That makes me happy that my browser is just as effective as most separate pop-up stoppers...
As to RocketSauce that NS/Mozilla can do the same things - I confess it has been some months since I tried either of them. It was their inflexible toolbars that I mostly disliked. You can't move them around much or combine them like in Opera. Also, they didn't have either the mouse gestures or the customizable searches (available through drop-down list or just right-clicking on a word). As for being "non-free", I can honestly say it has improved my browsing experience to sufficiently warrant the price. I can say this given the amount of time I spend in this application, compared to games or other programs of similar price...
I'm curious why some of you want to add a download manager to Opera. What features does it not provide in the built-in manager? It keeps a history (basic function), can resume or retransfer, has two types of quick-download (type in a url and it will download that file, or right-click a URL and it will download to default directory without going through 'save-as'), when you right-click a file in the download list, you get the Windows Explorer list of options (open with, send-to, properties, etc). What else are people needing to do that requires using a separate downloader?