I had a few extra minutes last night and today and added a few things to this script including Direct download links (with :hover for easy selection)
Embedded mp3 player displayed in a ThickBox.
As well as an embedded flv player displayed in a ThickBox.
Images are also displayed in a ThickBox overlay, while mov. mpg and mpeg videos are also played in a ThickBox.
Both jQuery and ThickBox have been embedded into PHPDL v2 and a PHPDL lite version has been released that has no files embedded in it at all. I have also commented the majority of the file using phpdoc syntax.
Please go to the PHPDL Project Page for demos and download links