Safari downloads are actually bundles. They’re named with a .download extension and hide both the partial download plus an information file that describes the download itself.
To open your download (while in progress, or when stopped), right-click/control click the .download icon and choose Show Package Contents from the contextual pop-up menu.
Inside you’ll find the download itself and an Info.plist file. To view the property list file, just drag it onto TextEdit to open. Properties include the URL source of the file, the date and time of the download, and the progress to date.
Nifty. I have to say I love packages. I think they are a great way to provide abstraction fo low-end users and as well as just general day-to-day use, but still allow one to get down and dirty if they have need (or are just curious).