Had you previously set permissions on the jD Categories or Downloads? I forgot to tell you to also set the the Guest User Group permissions to Inherited.
To get back to the initial jD permission state go to the jD control Panel and select Tools. First click on the Reset Downloads permissions. Then repeat for Reset Categories permissions.
Now got to the jD Global Permissions and chek that Guests user group as well as the Public user group do not have Download Permissions. If they do set back to Inherited and Save
After that go to the Registered Group, reset Downloads permission to Inherited and Save. This is to force back to the initial state. At this juncture none of the Public, Guest or Registered user groups should have permission to Download. If you list the Categories/Downloads you should see mesages saying no permission to Download.
Now go to the global permissions again , set Registered user group to Allowed and Save so that the permmission propagate.
All should now be well