I have recently posted a problem on StackOverflow (http://stackoverflow.com/questions/31039821/simultaneous-download-using-download-file?noredirect=1#comment50145973_31039821) regarding support for simultaneous downloads using download.file (starting from version 3.2.1.).
A simple example like the following sends the message: "R for Windows GUI front-end has stopped working":
One SO user tested the above code in Linux and found no problem. As the solution to the problem in Window, another user recommended using "quiet=TRUE", which did run successfully.
I thought this as a bug and decided to file it here.
P.S. I am using Windows 8.0. I also ran capabilities("libcurl") and it gives the following output.