a friend told me about this software but i dont understand it. how can i download stuff with that software. someone plz explain me.

Welcome.
I suggest you make introductory post in NEWBIES section since you are new.

Flashget is a download manager that speeds up downloads by splitting it into parts. Allows you to batch several tasks, scheduling, resuming downloads, keep URL history, search for files etc.

more info:
http://www.click-now.net/download/FlashGet.htm

thanks alot, now i understand.