Go!Zilla Downloader is a program which, though it does not support Opera during install, will pick up any URLs that are saved to the Windows clipboard.
Go!Zilla Downloader can be used for downloads with Opera, if set to monitor the clipboard in the toggles section of the program's options. This way, when you want to download something in Opera, you just right-click on the link and select "Copy link address", and Go!Zilla Downloader should start automatically.
Need help? Hit F1 anytime while using Opera to access our online help files, or go here.