Or you can create another menu with MyMenus Would like to, just don't know where to start and afraid to loose the download menu.
I just gave you a starting point Lambert. I made the beginning of a my menus downloads menu and placed it in a block on the right, it looks just like you want it! The block is only visible for admins right now, as soon as you are finished adding links it can be put online by giving it anonymous rights. And the current downloads menu can be removed.
You can add or change download links in the links manager from my menus, first choose the Downloads menu in the dropdown on the top right.
And please don't be afraid to edit your menu's, no harm can be done. In case needed I'll assist you by removing the old downloads menu and putting the new one online.