A: 

I think it is Flash. Cross-browser is Javascript to do not work

Neurostep
A: 

You will probably want either an AJAX or Flash solution for this.

AJAX* solution - provided by jQuery

The asterisk here is because AJAX is not actually used, but does something similar in jQuery

Unfortunately I don't have a handy link for a Flash solution at present...but there should be plenty of tutorials for something about writing a download manager in ActionScript :)

espais