You can have your FireFox 3 close the download manager after it finishes the downloads. It’s a small tweak in firefox 3 and it goes like this

1- Write about:config in your address bar.

2- Search for “browser.download.manager.closeWhenDone”

3- Change it’s value by double clicking it from false to true.

It’s done. Now, whenever you have a download in firefox 3, the Download Manager will automatically close when the download(s) finishes.