Downloaders and droppers are helper programs for various types of malware such as Trojans and rootkits. Usually they are implemented as scripts (VB, batch) or small applications.
They don’t carry any malicious activities by themselves, but just open a way for attack by downloading/decompressing and installing the core malicious modules. To avoid detection, a dropper may also create noise around the malicious module by downloading/decompressing some harmless files.
Very often, they auto-delete themselves after the goal has been achieved.