No it isn't. Basic also has this function. It's kind of a way to complement the lack of a Pause button (which, if I'm right, will be implemented in the 4.2.x series, yay!).
If you can't see the icons then you have an older version of LW: update it.
If you can see them but the incomplete dlds will not restart from where they left off, then maybe it's a Java problem. If you search in the Incompletes folder in the Library pane, you might find multiple copies of the incompete file you are looking for. Each one should have different sizes. Resume the one closer to the completion percentage that the dld had before you killed it.
If that won't work, then the solution I posted before should work.

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iMac G4 OSX 10.3.9
RAM 256MB
LW 4.10.5 Basic
ADSL anything from 3 to 8Mbps/around 1024kbps

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