I was able to get the Direct2Drive download manager working perfectly fine with no problems or complications.
Mac OS 10.6.6
CrossOver 10.0.1
I did however have to also install Firefox 3.6.3 for Windows into the same bottle in order for the Download Manager to actually, you know, download things. Safari for Windows will not work with the Download Manager. Once in Firefox (the one within CrossOver, of course), just log in to your account's page at Direct2Drive and click the "download" button for one of the games you've purchased -- if both Firefox and Download Manager are installed properly, Firefox should be able to see the DM and start the download automatically.
I tested downloading a Mac installer in DMG format. When finished, it verified and opened up perfectly. The "pause" function also works, though if you shut down the Download Manager at all during the download process (even if you push "pause") the download will not resume from where you left off, it will start all over again. As far as I can remember, it does this in Windows as well, so this is not a bug.
This is very handy not only for downloading Windows game installers, but Mac ones as well. For some reason, I always get an incomplete download whenever I try to download any installer using any Macintosh browser if the file's size is over 5 GB. I'm hoping that running Download Manager (which is not available for Macintosh) will make the downloading of these big files possible. I'll be testing this over the next 24 hours or so (my download speed is only around 130 kbps, so these big files take a long time), and will be posting an update on how it went.