HFS (http://www.rejetto.com/hfs/) does for HTTP the same thing as what Serv-U does for FTP. It can turn the PC into a web server to send and receive files. It has a lot of features yet still intuitive to start with. It is free software (GPL). Another link: http://sourceforge.net/projects/hfs
I tried it yesterday. It is easy for sharing files. It allows multi-threaded downloads. There is one thing I am not quite sure about, however. I can use some download software such as NetTransport to start the download from my browser. But if I want to add the task directly in NetTransport, it fails to run even if I set the correct referrer. Maybe I miss something...