This has happened only twice, so I may not have identified the source correctly.

XP SP2

After a long set of downloads, the screen freezes.
That is, every window does not disappear when closed, but just sits there unchanged. My CPU keeps operating and I can do other tasks, but the problem continues until I reboot.

When the pc is shutting down, FDM hangs. I have to hit the End Program button. Once I also had to End a program called Active Downloads, which I assume is related to FDM.

I have anti-virus and AdAware. No problems there.

If I can provide any more information, please let me know.

Try killing fdm.exe in Windows Task Manager the next time IE hangs. I had the same problem, this solved it.