I think you're trying to mix apples and oranges here on a graphic level. I took a peek through a Google search and it appears that Megalign generates raster (image is composed of closely spaced dots) images. Freehand is a vector art program. Its images are lines drawn point to point and defined mathmatically. I don't own either of the programs you're using, but I did try to paste a raster from Photoshop ( a raster image program) into Illustrator ( a program similar to Freehand). As I suspected, that won't work.
Is it possible to save your images from Megalign in a format such as eps or tiff. Your might have option under your save menu or perhaps there's a separate "export" item under your File menu. I'm just guessing here. If it's possible to save your Megalign images that way, then you can use the "Place" or "Import" command in Freehand to move the image to that environment.
If the above doesn't work, you could probably paste your data into a program like PageMaker which is little more friendly to raster type images. Good luck - let me know if you have further questions. Hope this helps some.