One thing I try to always do is finish my downloads before restarting my machine. I've never had a problem with restarting downloads, but it's just easier to do things that way. I would love to see the ability to resume downloads when Windows is forced to reboot.
This, combined with my last FTM comment (minimize to tray), would make the FTM user experience a lot better for me.
I would love to see the File Transfer Manager support the ability to minimize to the tray. I hate seeing windows like that open. You'll rarely care about switching to them, yet they take up room on your task bar.