I assume you are referring to the download manager/Chuukurai downloader feature. It basically uses a java interface (which you must accept the signature in order to download) and downloads the file via a progress bar shown in the same window/tab. Prior to the download, it will ask you where you want to save the file. If you close the window/tab, it will stop the download but is resume supported unlike with the self-service option.
Please refer to our full-service manual for a visual description:
http://boards.fansub.tv/?showtopic=3576While the interface shown may be old, the steps remain the same.