I am a "newbie" too. But please confirm this:
1) You don't need multiple processes downloading multiple files at the same time - correct? If you don't need to download multiple files at once, this is a huge simplification!
2) It sounds like you run a program in a window and it becomes
"stuck"? - e.g. you see no return prompt and it looks like the program hangs?
3) If the above is correct, can you back up one step and tell me more about what you are trying to accomplish?