That is to be expected especially if you have a smaller internet connection. Download will attempt to use as much bandwidth as there is available which will slow other application trying to use the connection.
The best way to control this is to set the download limit in the application to be say 50-75% of you download bandwidth you buy from the ISP. QoS in the router does not work that well. Many router can only do upload QoS. The router that can do QoS properly you need to limit the download with a rule similar to what you would put in the pc. It is simpler to just put it in download program than mess with the router. Some application like torrent are very hard to limit in a router and really can only be effectively...