The wonderful add-on for Firefox, DownThemAll is great for times when you want to save an entire website worth of pictures, movies, or documents, but you don't want to save each one individually.
To accomplish this, we utilize the under appriciated "Links" panel and Opera's nifty "Save to Download Folder".
1. Be sure you know where your download folder is! Generally it's under C:\users\[username]\Downloads for Vista and "My Documents" in XP.
2. The steps below were run on the 32-bit version of Opera 9.6 for Windows Vista but should work for every platform and Opera version since at least 8.0
Step one: Find what you want
This part should be easy. Go to your favorite porn site/web site/whatever site and find a list of filetypes you can "right click > Save As..." Here, I've found some strangely identical renderings of Ferraris. Sure, let's grab em.
Step two: Finding your files
Take a look at the tooltip that pops up on the set of files you wish to download. I've circled the paris-speak that we will later use to uniquely identify this particular set of files
Part three (Optional): Filtering the noise
Now that you know what it is you want to download, find a way to narrow it down using Opera's quick find feature in the Links panel. Note the tooltip you get when hovering over a link and look for something that is unique enough to narrow the results. In this case, the crazy paris talk should be unique enough to drill down the entire set of identically posed Ferraris: "ecran".
Part four: Selecting the series and getting the goods.Here's where it gets a little tricky and I have to assume you know about Ctrl / Shift selecting and the likes. The list in the links panel are all hyperlinks just like a regular webpage so a single click usually opens the file. (unchecking the "Hotlist Single Click" box in Opera's preferences editor will make this a bit easier). Select the files you see and right-click to bring up the context menu. Select "Save to Download Folder" (Quick Download on earlier versions). Do not select "Save Linked Content as..." unless you want to hit OK for every damn file you selected.
Congratulations! You now know how to leech files like mad
Word of advice though, the links panel is focus sensitive... meaning if you switch to a new tab, the links panel will follow and your downloads will stop if they were not completed! Simply hit the "Lock" button before moving tabs and you're golden.