Firefox only (Win/Mac/Linux): Firefox extension Download Manager Tweak customises your downloading options, from docking the downloads window in the sidebar to changing the appearance.
Once you've installed the extension, head over to the Add-ons panel and open the Download Manager Tweak Options pane. From there, you'll be able to customise just about everything in the downloads window, from the buttons that show up on the toolbar to setting a delay before the download manager opens. If you like controlling every aspect of your browsing experience, this is an add-on that might be worth a look. Download Manager Tweak is a free download, works anywhere Firefox does.