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.
Depending on your Internet connection at home this could cause an issue for one of two reasons: data caps and speed of connection. If you have an data cap in place, it could mean going over your limit and paying extra that month to complete the download. Alternatively, if you have a slow or patchy connection then the Lion transfer could take days to complete. If you suffer from both these problems you really are in a pickle.
Well, in the end you can only try:
Buying a USB thumb drive for $69.00. Yes, I know this is somewhat pricy in comparison to the download.
Visiting an Apple Store to download the update via their WiFi connection, or even make an appointment at the Genius bar.
Going somewhere with free WiFi – maybe you are a student or know a friend who has access to high-speed university networks?
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.