So, here we go.
Step 1
Go to this site and download JDownloader. Choose your OS and then download the recommended version). Install (it's quite an easy-to-follow setup).
Step 2
After installing, you'll get the following screen when you run JDownloader

As you can see, there're 3 tabs: Download, Linkgrabber and Settings.
- Download:
- Linkgrabber:
- Settings:
Now, in the Linkgrabber tab, we'll see 4 big gray buttons below.
- Add URL(s):
- Add Container:
- Continue with all:
- Clear List:
Now that we know the program, let's go to the interesting part: downloading!!!
Step 3
Now, we'll go to, for example, this thread: Detective Conan + OVAs + Movies + Live Actions [AVI]-[Current Episode: 602] In the first post we'll see a huge, huge, HUGE list of links, most of them in megavideo. For this example, we'll be thinking that we're some crazy fans who have been looking for the episodes like for years, and finally found them and want to have them all at once (yes, that was my case, I confess... lol

1) We right-click a link (for example, the one to the first episode: http://www.megaupload.com/?d=746Z9IMC ) and choose "copy URL" (or the way your preferred browser calls it).
2) We go to JDownloader, and if we clicked the link and copy ok, we'll see our linkgrabber tab opened, and in the window, something like "Detective Conan - 001 [An... | 200.30 MB | Megaupload.com | Online". This is important: you need to wait for the green sign and the "online" text to appear before next step. You can repeat the process on as many links you want, and they will start appearing here in the order you have been clicking - copying.
3) After you clicked and copyed as many links as you want, and have them in the Linkgrabber window, hit the "Continue with all" button. That will send every link to the download section, and it will begin downloading them in the same order you copyed them.
The program will make the whole captcha and waiting time process and will show it in the main window. If everything went ok, it will show an ETA, your actual download speed, and the amount of file already downloaded. When it gets completely downloaded, it will go on the next one and so on.
Keep in mind that JDownloader will grab any link that you copy. So, if while you're copying Conan links you also copied a photo link, or a website link, it will also go to JDownloader. You can erase them by clicking once on them in the linkgrabber section, or if you only have wrong links, you can hit the "clear all" button to remove them all. You can also download programs, images, sounds and all that by this way.
A tip: in the "Addons" tab, turn the JD Decompressor off (by clicking the "enabled" option and make the ticket go away). That, because if you download rared files the program will inmediately decompress the file, as well as to keep the compressed file, filling up your disk fast. Also, be sure to choose the folder in which you want the files to be downloaded in the settings tab.
If sometimes downloads doesn't start, and says waiting for a new IP, stop the downloads (you can use the upper buttons, work the same way as in a DVD player: play begins, stop stops (duh!), pause pauses (duh again!) and arrows make the clicked file go up one line in the waiting list, or to the top, or to the bottom or one down) and then resume them a while later. If it still says needing new IP, stop them for a couple of hours and return later.
Hope it gets helpful for everyone

