There are alternatives such as kget or others listed at http://alternativeto.net/software/kget/?platform=linux. My favorite of that software type is flashget for windows.
With your complaints about things not working like windows it may be best for you to run windoss, with all tasks you use the right tool for the job and in some cases it may be windows or apple.
With enough patience you can get anything to ask as you wish, which is what makes linux compelling to many people but you need to know what specifically you want before you can find the right utilities.
Also, the reason why most linux help on the internet referes to the command line is because it is far faster and more accurate to type a command than instruct someone through several mouse actions. Just because we refer to the command line often does not mean that it is the only way to accomplish a task.