When downloading a file from an FTP site which requires authentication the DownloadThemAll firefox plugin will ask for authentication when it starts each segment, even if you choose to save it to the password manager.
However, you can work around this by entering the password into the options for the job.
1. Kick off the download through DownloadThemAll as normal
2. Open up the DownloadThemAll manager and right click the job and select Download Information
3. Click the Options tab
4. On the right click on the Manage Download Mirrors icon that looks like this:
5. Click on the URL to expand the full FTP url to the file you are downloading
6. Edit the URL to put in the password so the URL looks like this:
where the password is the password for the username you used to logon to the FTP.
7. Click OK and OK again to get back to the DownloadThemAll manager
8. Do this for each file you are downloading
You will find that when DownloadThemAll starts a new segment it no longer asks for a new password.