If you right click on a file in a web page to download, and choose "save target as", IE (or whatever program you use to start a download) will open a new separate "download file" dialog box in which you choose the save location. The next window tracks the download until it says "Download Complete". Once the download begins you can close the IE window since the download status is tracked in it's own window. If you start 10 separate downloads you will have 10 separate "progress tracking" windows which you can minimize to the task bar to get them out of the way. IIRC, that's also how IE worked in Win98 10 years ago.