Please note that this issue only affects ZenMate VPN browser extension and not the desktop clients. For more info about the desktop clients, please visit: Getting started with ZenMate VPN for Windows and Mac
IDM integrates itself in Google Chrome by providing an extension that intercepts and reads all data that flows through your browser. ZenMate browser extension encrypts and shields your browser traffic against external eavesdroppers. Unfortunately, this feature makes it impossible for IDM to read your browser data and search for download links automatically. We're working with the IDM creators on a workaround for this.
For the time being, You can try to fix the problem in two ways:
For now, you can try to fix this issue by making sure the sites you are using have "https://" in front of the web address, instead of just "http://". For example:
Manually download files using IDM by right-clicking on the files and selecting "Download with IDM" (see screenshot)
There are also other ways to download videos, from some sites, without issues with ZenMate.