After some work, my patch for gnome bug #311209 was accepted by Christian. So now your download dialog will sport some bling!.
The notification will popup when you start downloading something while the download dialog is hidden (not minimized, but hidden). To hide it, just click the status icon. Watch for yourself:
(click to skip wp’s ugly forced scaling).
Also, gnome bug #327734 has just been half fixed, meaning that you can now cancel more than one download at a time.