Download Them All
For a long time I've used the plug-in for FireFox named 'Download Them All' available at this site:
This is a simple little tool that allows you download multiple files from a web site simultaneously. After installing it, restart FireFox, and then browse to the site where multiple files are linked to. Right click on the web page and select 'Download Them All'. Choose a folder where you want the files to be downloaded to, and then simply hold down the shift key while selecting all of the files you want to download. The files will begin downloading very quickly - far faster then it would take to manually download each file. This add-on will begin downloading the second, third, or fourth file, before it's done with the first. It's a great time saver.