First enter http://www.rapidshare.com and enter your premium user id and password. It will create a cookie for you. Then when you have a link for the file just put it in the address bar and it will show the file to be downloaded, there will be a button with the file name to download. Click on it and your download will start.
If you go on the premium user options, you have a check box called direct download click the check box and save it. Now when you enter the link in the address bar, the download will start automatically.
Let me tell you what i have done for me, I user firefox browser, i downloaded an addon for the firefox called "flashgot" and i use a download manager called IDM(Internet download manager). Thus if i have a set of rapidshare links say for a movie, then i select all the links right click on it and choose flashgot selected. Now as the flashgot knows about the IDM it gets the download link from rapidshare and gives it to IDM, Now IDM queue's all the downloads in it and i can start the download at anytime. If your downloading a lot of files from the rapidshare like me then try what i suggested it works great for me.