Safari Download Manager, an extension to iPhone Safari App, has been released in Cydia Store.
This extension brings a full download manager to Safari, complete with running and controlling multiple downloads, accessible via a new toolbar item. This is an improvement on other existing extensions that take over the currently displayed document to display status information, hindering your navigation. Safari Download Manager (SDM) allows you to continue browsing while downloads are taking place (and can even download in the background, as Safari will not exit if there are any pages loaded).
Users can configure file types to download and add their own extensions and mimetypes to the download list.
You must be on the iPhone OS 3.0 to use Safari Download Manager and you can purchase it for $2.00 from the Cydia Store. and to Get Cydia into your iPhone, you need to Jailbreak iPhone.