I"m down with that - that sounds good (or at least okay) to me. Don't just say "I'm down."
I'm in - Generally, you wouldn't say that if someone asked if you wanted to go to the movies. You may say that if someone says that a group is going, and you are joining them, but not just one person to another.
I'm feeling a little down, I'm a little down today - that means sad, yes.