*. Pause, Resume, Stop... downloads.
*. Multiple files downloading support.
*. Search within the app for files that are in the list.
*. Command-line support.
*. Automatic notifiers.
*. Restart/Shut-down the PC after downloading completes.
*. Download queue.
*. Limit speeds... are few to mention.
If you run Ubuntu 10.10 or 10.04, then you can install Steadyflow using a PPA channel. Open your Terminal and issue the below command...
sudo add-apt-repository ppa:sikon/steadyflow
sudo apt-get update
sudo apt-get install steadyflow