Damaging, non-tornadic thunderstorm winds, otherwise known as straight-line winds, take on many different forms and have different causes. Sometimes, a line of storms forms a structure that allows high winds from aloft to mix down to the ground over a large area, producing widespread damage.
Downburst winds behave in much the same way, but are much smaller and more fleeting and do their damage over a much smaller area. They are often hard to spot in advance and generally don't last very long, making them frustrating to forecasters trying to give people advanced warning of severe weather.
People affected by downburst winds often make the claim "it must have been a tornado," because of the sudden onset of severe winds and the loud roaring sound that the wind sometimes produces. Further confusing the matter is that downburst wind damage often reveals a lot of wind shear and twisting due to the highly variable and turbulent nature of this kind of storm.