I had the same problem – but it really isn’t a problem. Just unzip the file you get by clicking that link – it is actually an archive of all 3 .zip files.
Unzip that file on your hard drive and you will see
download-manager-3.3.8.zip
download-manager-4.0.5.zip
wpdm-m24x.zip
Then in WP admin select THAT download-manager-4.0.5.zip (the one inside the unzipped folder) as the plug in to install. Vioala. success.
