This plugin exists in different releases for Joomla 1.5, 2.5 and Joomla 3.1. So make sure that you download the correctly version for your Joomla.
This plugin is for the jDownloads 1.9.x series only. Do not use for the new jDownloads 2.5 or 3.2 series. The new series comes with some modules and plugins as a part from the installation package.