http://www.downloadhelper.net/
There is not yet working glue to use DownloadHelper in Conkeror, but it doesn't look too hard to write. In the meantime, this wiki page can be a place for those interested in using this extension to share their notes.
Installing
To install DownloadHelper, you need only make a simple modification to its install.rdf file as described on Extensions.
Other Notes
Cc["@downloadhelper.net/core;1"].getService(Ci.dhICore)
Needs window.content, which Conkeror doesn't currently provide, but could.
It may be possible to get it running with minimal glue just by adding the following to its chrome.manifest, however, a lot of warnings and a few errors get spewed to the console at startup, so this is not the whole story.
overlay chrome://conkeror-gui/content/conkeror.xul chrome://dwhelper/content/dwhelper.xul