Somewhat arcane, but you can turn off the download manager and go back to the old method. I hate the manager too.

Short method: Put this in your user.js.
user_pref("browser.downloadmanager.behavior", 1);


A quote from Jay Garcia:

  user_pref("browser.downloadmanager.behavior", x);

Where x = a value of 0,1,2

0 = Download Manager (new)
1 = Download Manager (old)
2 = No download manager GUI or progress indication

If the value is set to " 2 " there is no indication of
download progress
or options. The file is actually downloaded and you're "on
your own" as
to the progress and finish time(s), etc

Add this pref to your user.js file.