Version: (using KDE 4.0.98) Installed from: Ubuntu Packages If you add a file to the downloadlist, that seems to be the same file (same filename, and maybe other properties that are available before download starts as filelength, if available) and has a different download location, a new source should be added for multithreaded download on-the-fly. Maybe a question like "File seems to be already in your downloadlist, add new download source, or download as new file?" could be used to commit that its the same file.
Technically it is already implemented (mirror search plugin). It should be quite easy to implement this feature for this case.