Hello everybody...
Here is the solution for a long time problem - download manager with browser integration.
Here are the steps (I am just keeping it short and clean)
i) Download and install any favourite browser of yours in Wine. It should be a Windows version.
ii) Now download and install your favourite (Windows)Download Manager (I refer Free Download Manager or Orbit) in Wine.
iii) During installation of the download manager integrate it with your newly installed browser or after installation.
iv) Now open your new browser and try to download something and it will automatically be transfered to your download manager.Enjoy !!!
I hope it could help many people out there.
Thanks...