I download music from this page www.djmixes2k.com.
Their links are protected with anti-leech, and the only way to download from them is using the anti-leech plugin or the netpumper download manager.
If you dont know what anti-leech is, here is what it says on djmixes2k.com faq.
We use an anti-leech system to prevent link stealing. This system is set to the highest security settings. Unfortunately it also prevents use of any type of download managers + some AOL users and people behind a firewall or using a proxy can not download our files. We are sorry about this but since we make available to you exclusive livesets that can not be found elsewhere on the net, this is the only good solution. The easiest way to download the livesets we post is by using the Anti-leech compatible download manager NetPumper.
I've never known of anybody getting it to work under linux, and this issue is the only reason why there is still a windows partition on my harddrive.
I wrote to the netpumper staff and they told me they had no plans on porting to linux.