What download manager?

If you are talking about the built-in download manager it can not be uninstalled, if it is a third party download manager, check the Firefox add-ons manager or the Windows Control panel add/remove programs to see if it is listed in either of those locations.

Yes the built-in manager. I want to disable or un-install this.

It can not be uninstalled. There are add-ons that can block downloads such as Public Fox, but they are easy to bypass.

Thank you. I am using FDM on my PC but somehow the download manager of Firefox override FDM on some of the files I want to download.

I am not familiar with FDM, I always use the built-in download manager. You could try using the FlashGot add-on to integrate FDM with Firefox, instead of using the FDM option to integrate it with Firefox.