How to disable the Download Manager
As already mentioned, it's probably referring to add-on download managers (downloadthemall, etc.)
If the way you're trying to download them now is resulting in issues of some type, try just right clicking on the link to the file you want to download use "Save Link As" and it will probably default to saving the file to your Downloads folder (or you can pick a different folder to save it instead).
That way, you don't have to worry about any type of embedded player trying to play the video file inside of the browser window instead of saving it (Save Link As avoids that issue if you have something like the Mozilla VLC browser addon installed).
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