A couple of suggestions and one weird thing that happened to me.
1. There really needs to be a way to resume all and retry all downloads. Or make the Resume and Retry commands work on multiple files at once. I just created another really large download list, closed DM and restarted it to make sure the list was saved, and I had to right click on every file individually to start them downloading again. And then comes the weird thing that happened to me...
Weird thing : I was just setting all downloads to retry when I bumped some key in the neighborhood of my numeric keypad and DM just vanished. It didn't say "Download Manger is closing" or anything like that, and there was no crash message. It was just suddenly gone. When I restarted it, I saw that all of my downloads were set to Aborted and I had to start all over again. Needless to say, I decided I'd much rather just come in here and report this and then go to bed.
2. The Always On Top behavior of DM can sometimes be rather aggrivating. It even gets in its own way sometimes. I had DM maximized and I was in Options. I went to the connection options and hit the Settings button. And my DUN settings box popped up, but it was behind DM. So I had to exit out of DM's options and minimize DM in order to see the DUN settings.
Other than those things, it's working really great (at home) with EMusic. I suspect that the problems I'm having at work have a lot to do with the firewall, as it's really responsive here and I've never gotten an Incomplete-Finished file.