File hosting services usually do NOT allow direct download for anonymous users and for logged-in users of standard accounts. You should go to the download site, watch some ads or fill in CAPTCHA test and only then you can download any file. Those site may use use different methods to recognize and block download managers, so many downloads are available only from web browsers. Some sites allow download in a single section without resuming if you don't close the connection. The methods may change in time so you have no guarantee that if FDM works with some site today, it will work also tomorrow.
You should also look around in the Internet - MegaUpload is down, Filesonic has suspended its services... Read about SOPA, PIPA, ACTA etc.

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Andrzej P. Wozniak
FDM user and forum moderator

Those sites you mentioned, I need to enter captcha, it's what I've been doing so far, and copying the link address to FDM.

Here is the link if you want to see it yourself and try with FDM.

Link: http://www.wupload.com/file/2649395462/ ... log.me.rar

You gave a good sample of file hosting protection.
For regular download WUpload generates download links containing some hash based on a browser session info (session ID, referrer, cookies etc.) and compares that hash with session info returned by FDM (which is different than the browser info). That's why FDM can't download files, no matter whether you copy and paste the link to FDM or FDM catches clicked link.
Different sites may use different session parameters for checking, so FDM may work using copy-and-paste with some site, using "Download with FDM" from context menu with some other site and just using click with another site. There are no rules there - some day it works for some sites, another day it may work for some other sites, because webmasters frequently change their website code.

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Andrzej P. Wozniak
FDM user and forum moderator