nick for all the downloadmanager integration extensions, you will need to download the equivalent manager first
old versions or orbit downloader can be found here
http://www.oldapps.com/orbit_downloader.php
after installing orbit, the extension shoud find its path from the registry and menu will be enabled
for fdm, first download and install it from thsi link:
http://www.freedownloadmanager.org/download.htm
there are several versions, note the regular full version is about 15mb after extraction/install..so depending on your needs you might prefer lite versions..but full one should get you pretty covered
after that, install this new extension for fdm:
http://kmext.sourceforge.net/extensions/fdm-int.7z
right click on a download link and select download:fdm