Download the Download Robots: superbot (simple, but 100 download limit per run)
http://dafyomireview.com/advisor-files/superbot.zip
OR
winwebsitespider (more complex. no limitations)
http://dafyomireview.com/advisor-files/winwebsitespider-1.1f.zip

EXAMPLE1: to download all the mussar shiurim for 5768 use starting link:
http://ravkaplan.dafyomireview.com/index.php?all=1&dir=5768-Mussar

EXAMPLE2: to download all the vadim archives CD, use starting link:
http://ravkaplan.dafyomireview.com/cd.php?cdall=mussar/vadim

EXAMPLE3: to download Pesachim Perek 1, use starting link:
http://ravkaplan.dafyomireview.com/cd.php?cdall=talmud/5766-PESACHIM_Or_LArba_Aser