The best download manager is already available in Linux Lite; it's called wget. Just type
$wget
and copy/paste the link for whatever it is you want to download, like so
$wget http://repo.linuxliteos.com/linuxlite/isos/3.6/linux-lite-3.6-64bit.iso.
Using wget you can download a lot of stuff from the web. For any other thing I think the one from the browser i.e Firefox, or whichever browser you use is enough. I learned from trying many download managers that none worth my time installing them; downloads aren't faster than if I used the browser plus most of the time they don't work as expected. But then again, it's my point of view and someone else might think different. However, I use wget to download a lot of things, tixati for torrents/magnet links and the browser for anything I can't or don't want to download from the terminal or via torrent. You can read and learn more on how to use wget
here ,
here and
hereHope this helps!