I've been using Meta Products download express for some time now. Basically, it's a tool that if you brows to a page, see a bunch of links on that page pointing to downloads (zip, doc, rar, etc.) and you don't want to just click on each choose save and go through the annoying process of clicking every, this scrapes the HTML and presents a list of what links exist and you can easily click the ones you want and download.
Then, there's a queue that manages the download process and some efficient use of multi-threaded downloads by breaking a file into multiple pieces and downloading sections on each thread.
Download Them All is a free extension for FireFox that does the same thing for the most part as Meta Products download express, but it's been updated, in beta, and has some slick things going on to. And, did I say it was free already? I did kick in a PayPal donation to help the effort.
A couple of nice features added are auto-renaming if there are collisions with files already on the target. And filtering of items using regular expressions.