I've seen a few threaded downloaders online, and even a few multi-part downloaders (HTTP).
I haven't seen them together as a class/function.
If any of you have a class/function lying around, that I can just drop into any of my applications where I need to grab multiple files, I'd be much obliged.
If there is there a library/framework (or a program's back-end) that does this, please direct me towards it?
Threadpool by Christopher Arndt may be what you're looking for. I've used this "easy to use object-oriented thread pool framework" for the exact purpose you describe and it works great. See the usage examples at the bottom on the linked page. And it really is easy to use: just define three functions (one of which is an optional exception handler in place of the default handler) and you are on your way.
from http://www.chrisarndt.de/projects/threadpool/:
Also available at http://pypi.python.org/pypi/threadpool, easy_install, or as a subversion checkout (see project homepage).