So ive seen quite a few threads about jdownloader and theres really no tutorial on how to use it. Download it Here --> - Official Homepage
Ok so first when you install Jdownloader it will ask you to install Flashgot for Firefox, i hit no because i usually dont use Firefox because it doesnt really apply to me

Once Jdownloader is finished installing it will install updates
If it doesnt hit the update button by the refresh button

Now go into the Setting Tab the going to general settings
Yet again this isnt neccesary, but im going to suggest installing click n load. What this will do is when you copy a link to your clipboard (Use Right click -> copy) it will automatically start the download for you, you can also install FlashGot from these settings

JDownloader also has an option to add premium accounts to jdownloader, For example i went to megaupload, but there are many other sites that you can use for a premium

If you installed Click n Load all links will show up here

Now you right click the download you want and hit continue with select package and when you do this should pop up

Accept it and on the bottom half of the program it should show where the download link is being placed

And thats It if you have any questions or things i should add to the tutorial please let me know and if i find anything usefull i will do the same, Hope you enjoy this tutorial!