I have the same problem with this shortcode;
[wpdm_all_packages items_per_page="20" jstable=0 cols="title,file_count,download_count|categories|download_link" colheads="Title|Categories|Download"]
All downloads are given #-url’s instead of downloads. Adding a single file to a page with [wpdm_package id='4483'] code works for me (tested one document). Also notice that the title of the document is no longer a hyperlink but only a title.
Thanks for helping us out