Four steps to the first download.
The program works out of the box. This is what to check anyway.
Setup
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1Install
Run idasetup.exe. The installer adds nothing beyond the program itself.
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2Let it into your browser
On first start it offers to take over downloads. Accept for the browsers you use; you can change this later in the options.
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3Pick where files go
Categories send a file to a folder based on its type. The defaults are sensible; change them once and forget.
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4Download something
Click any link. The program takes it, splits it and starts. Nothing else is required.
Two settings worth a look
Number of sections. Eight is the default and suits most connections. Raising it does not help when the server limits connections, and some servers treat many connections as abuse.
Speed limit. Off by default. Setting one is how you keep a large download from making everything else on the network unusable.
Both live in Options → Connection.