I have tried on 10.7.3 and 10.6 to download Lion to make an install image but because of my poor connection, it always fails (download time would be 48hrs+).
If I could use a download manager, it should be possible — the question is how?
I'm sorry – I don't think this is possible. First of all, Apple will use a secured connection to deliver the download to the App Store client. Also, they probably won't allow any other client (i.e. a download manager) to download the installer.
Well, in the end you can only try:
Again, sorry – this really seems impossible, otherwise you'd have plenty of online resources that show how to download (paid) apps from the App Store without actually using the client. And I'm sure Apple would have already introduced countermeasures if it were actually possible.