I found a temp fix by deactivating the Nextgen plugin, however this need to be fixed, Nextgen is a key plugin and I need it.
In WordPress there is a post ( http://wordpress.org/support/topic/plugin-conflict-with-nextgen-gallery ) explaining that Download Manager stop working when the latest Nextgen gallery plugin is installed. I have deactivated the Nextgen plugin and now Download manager work again, the downloaded files are now OK.
Can you investigate this issue because I need the Nextgen plugin.
