There are some problems with leeching (downloading files at a LAN) such as prioritizing your downloads and the screen real estate that the generic copy-windows take up.
What download managers can download files over a Local Area Network?
I love Teracopy as a Windows file-transfer replacement. It works wonderfully for network copies, too.
Free Download Manager for Windows:
What is Free Download Manager? It is a powerful, easy-to-use and absolutely free download accelerator and manager. Moreover, FDM is 100% safe, open-source software distributed under GPL license. Warning: beware of fake versions.
You can download files over LAN by using drag-and-drop on files in Windows Explorer to the drop box provided by FDM.