Android - How to force-cancel a running download?
Usually if you long press on the downloading item in download manager there's an option to delete it, thus stopping the download.
If this doesn't work you can clear the Download Manager's data.
Settings -> Apps -> All Tab -> Download Manager
Here press force stop, than clear data. Now reboot.
Apologies for resurrecting an old thread but I just had the same problem of needing to stop a download and solved the problem by activating Aeroplane Mode.
A less invasive solution and more easily reached in the UI - for anyone else ending up here from Google (like I did :-))
Long press the notification and select "App Info". This will take you to the application which is responsible for the download, which you can then force stop.