I found out a little work-around for downloading files with K using <a href="http://www.getright.com">GetRight</a>
;. Install this program and turn on "Clipboard monitoring". Then, if you want to download a file, just right click on the link and select "Copy Shortcut". GetRight will start downloading automaticly.
Maybe you can do that with other download managers. When it has something like "Clipboard Monitoring" it should work.