<?php
/* add new product */
$product = new Mage_Catalog_Model_Product();
//------- settings
$product->setAttributeSetId('4'); // Attribute Set
$product->setTypeId('downloadable'); // Product Type

/* Product Information */
//------- general
$product->setName('Test Product');
$product->setDescription('');
$product->setShortDescription('');
$product->setSku('TEST');
$product->setNewsFromDate('11/27/2014'); //product set as new from
$product->setNewsToDate('12/27/2014'); //product set as new to
$product->setWeight('');
$product->setStatus(1); // Enabled
$product->setVisibility(4); // Catalog, Search


/* Multi-Select Attribute Sets */
$product->setData('cdb_list_type', '42, 43');

/* Text Attribute Sets */
$product->setNumber_of_total_entries('1000');

//------- Prices
$product->setPrice('100');
$product->setTaxClassId(0); // None

//------- Inventories

$product->setStockData(array(
    'use_config_manage_stock' => 0, //'Use config settings' checkbox
    'manage_stock' => 0
)); // not work 'is_in_stock' if qty is 0


//------- Categories
$product->setCategoryIds(array(2, 4)); // 2 is main, category id

//------- Dowmloadable Information
$product->setLinksTitle('Test Product');
$product->setLinksPurchasedSeparately('0'); // No
$downloadData = array();

$downloadData['link'][0] = array(
    'is_delete' => '',
    'link_id' => '0',
    'title' => 'test', // <----------- NOT WORKING
    'price' => '',
    'number_of_downloads' => '3', // Unlimited
    'is_shareable' => '2',
    'sample' => array( // sample if have
    'file' => '[]',
    'type' => 'url',
    'url' => 'http://test.com/file.zip'
),
    'file' => '[]',
    'type' => 'url',
    'link_url' => 'http://test.com/file.zip',
    'sort_order' => ''
);


$product->setDownloadableData($downloadData);

/* Others */
$product->setWebsiteIDs(array(1)); # Website id, 1 is default
$product->setCreatedAt(strtotime('now'));

/* Save */
try {
    $product->save();
}
catch (Exception $ex) {
    //Handle the error
}
?>