When the *Close button minimizes window* option is checked, it could (should :)) minimize to tray – regardless of the *Minimize to tray* option – this way there’s increased functionality (like in many other programs). Screenshot: http://i25.tinypic.com/dwc1go.png
I used FDM since version 1.8, but now I run Linux only. Have you considered porting it to some multiplatform toolkit like Qt4, GTK+, SDL, or even wxWidgets? If not all of it then maybe just the functions of the Lite version. There is no good download manager for Linux so that would surely increase your user base and support from independent coders.