The upcoming Fx 3 M8 (Milestone) release due out later this month will allow users to not only pause and resume downloads, but do so across sessions. Currently, if you are downloading a large file and need to shut-down Firefox your choices are either wait until the file is done downloading or shut down Firefox and lose the file you were downloading. With Fx 3, users will be able to pause the download, shut down Firefox, restart Firefox later resume the download right where they left off.
New Source: Mozilla Links
or one could install the downloadthemall extension and be happy.
but having this in the main app kinda helps.