Anyone know a good downloading program?

[BTM]

Sometimes I go to sites and they've got lots of cool stuff I want to get, but it's rather tedious to do the whole "right click, save as" for each and every file.  Does anyone know a good download program that'll let you snag all the files from a website at once?  I used to use the Firefox tool Download All, but for some reason since they updated the Firefox browser, that tool doesn't install properly anymore..

Thanks!