1. FDM works only with 32-bit browsers. Make sure you run IE9 32-bit version.
2. You should run FDM installer as administrator. In some cases you should also run FDM as administrator when you change FDM configuration.
3. Whatever is your "any target", you should define it more clearly if you want to be helpful.
File hosting services are not a good target for tests - they don't like download managers. One day they may accept FDM, another day they may change their scripts and ban you for running any download manager.
For the start you should better run some more regular downloads - you can try to download FDM installer from Sourceforge. If it fails, you may have problems with your antivirus or another internet security software.