"1-support resuming downloads when they r interrupted"
kget and jdownloader
"2-support multi mirror download for download acceleration( i think its called multi thread!!)"
this was a must have feature some years ago but this days the servers that limit the speed of a file download usually verifies the ip of the machine downloading that file and won't allow multiple connections unless you have a premium account, rapidshare or megaupload are two good examples
other servers that gives slow downloads usually are just slow, multiple connections will give you multiple but slower parts of the same file
"3-can save downloading URLs and start them automatically.(better if it can capture them directly)"
jdownloader does this very well it spies what you have in klipper, kget can do this if i remember correctly
"4-can work directly with rapidshare, zshare, 4shared and such sites."
jdownloader is designed basically only for this, it can decompress the files once downloaded and put passwords if it can crack them, automatically write the captcha and other nice tricks
there is a windows app called free download manager, it is similar to kget but with other extra tricks, the older version i tested worked very well on wine but right now i use jdownloader in windows and linux, it requires java making it cross platform
there is many alternatives to jdownloader, apps designed to download files form file servers but this one is cross platform and never gave me a broken file, something that happens commonly with a app that split a file into smaller sections to download them faster