There is some design issues in download manager that comes with firefox 4. So it is in consideration to change the design of download manager in firefox 6.
Already firefox 5 is coming in june, now firefox 6 is also under consideration to what design change it takes place.
There is UI change of download manager and also download manager is currently opening in new window which not looks good. In google chrome the bookmarks, preferences and download manager opens in new tab rather than another window. So in firefox 6 download manager should be open in new tab.