I never said that the DM cached anything ...I said Firefox cached downloads, read my post.
Well, why would FF cache downloads that are being done via a download manager goes beyond me as well... isn't one of the main points of the download managers to
offload the downloads from your browser?
Edit: Other than a "special version of FDM", things worth considering are that you seem to be running W7 x64 where I'd assume WFP is being used for the webshield, while there's no such thing available on XP SP3 where my testing was done.
Also, I'd really welcome some documentation on the webshield functionality. All I could find is outdated v4 stuff.