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.
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