In recent times, downloads from pages such as Rapidshare or Megaupload have become massively popular, but the most comfortable way to manage everything is through specialized download managers.
For Windows the picture is not bad, but on Mac native clients are practically conspicuous by their absence and the best free options are compiled in Java for cross-platform support.
Tucan is one of them and the truth is that it is very short of options, but it has a great advantage: the memory consumption is very low for a Java application, so if your Mac is not very powerful it is the one I recommend.
Link | Toucan