IF you have a megaupload file there is a trick in the link you can use to download it with no captchas or speed restrictions.
Say you have this link
http://www.megaupload.com/?d=85GT7Z2W
Now you need to add:
mgr_dl.php
after the .com/
So you then have
megaupload.com/mgr_dl.php?d=85GT7Z2W