Direct-download is a search engine for Megaupload, allowing you to find any files you want on the famous Megaupload hoster.
Some other similar similar websites provide the same service, but they often oblige surfers to install many toolbars. It could be source of many problems: trojans, spywares...etc.
Direct-download is not the official Megaupload seach engine. It is based on Google results pages and is definitely free and without any virus.