Today I had the need to download something from our MSDN subscription and I decided to do it from the server I needed the file on rather than downloading it locally then transferring it to the co-located facility. The problem came up when my terminal server (RDP) session timed out and logged me off!
Logging back in after such an event does not restart the Microsoft download manager and, unfortunately, there is no shortcut that I could find to run it.
It took some research to find the solution, or at least part of it. Where is the download manager located! It turns out to be at %windir%\Downloaded Program Files\TransferMgr.exe. I found that on this post for reference.
What the post did not mention is that the folder is one of those special Windows folders. Opening it up in Windows Explorer only revealed garbled object names. Not much use there so I opened a console (cmd.exe) window and did a quick CD C:\WINDOWS\Downloaded Program Files\ followed up with DIR. It revealed my target, TransferMgr.exe. I typed in the file and it ran just fine.
Next I decided to create my own shortcut in the event that my session could be ended before completion. Uh oh, another problem! I cannot even manually enter the path into the wizard! No biggie, I simply created a shortcut to something valid, then opened the shortcut properties and manually typed the path to the download manger. From there things worked fine. I figured I should write this down so that I do not forget it at a later date.