If security is a concern, I vigorously second
gb2000ie's recommendation of using a virtual machine. Not only does that secure Jdownloader, but it also keeps any and all settings of
every program private and it guarantees that no matter what sites you visit, you cannot infect your main computer with a virus. (Because any damage is limited to the virtual machine which you can always just blow away.)
The whole idea behind using a virtual machine is that you run the Operating System of your choice (the
guest OS) on your current Mac or PC (which is the
host OS). This way you can start up what is essentially another computer in a window on your current physical computer. And, just like in Las Vegas, everything that you do on your virtual machine,
stays on the virtual machine. It's like having a condom for your computer!
I have used
Oracle's VirtualBox to run
Ubuntu - it is real easy to set up, all the software is free, and since the client is Linux you have eliminated any risk from Windows viruses and hacks.
If you have Windows 7 Premium or Enterprise you can download from Microsoft
Windows 7 Virtual PC and Windows XP Mode. Windows XP Mode is essentially a pre-built Windows XP machine ready to run inside your Windows 7 computer. So you just download it and use it - there's nothing to configure.
Windows 7 Virtual PC lets you run any Microsoft operating system as a client (i.e. an application) on your Windows 7 computer. I've got several variations of Windows XP, Windows Vista, Windows 98, and even (gasp!) MS-DOS virtual machines from which to choose. (My software library - like my record library - goes back a long time!)
So, yeah, play safely - give yourself a virtual sandbox where no one can get hurt.
(However if you get an email asking for your Facebook or PayPal password and you click on the link and give it up, then you are on your own. Technology can't protect people from their own stupidity.)