DownThemAll is a Firefox add-on that's also a powerful download manager.
Open the DownThemAll window and you can view all the links, pictures and embedded files within the current page. Filters allow you to select, say, all the archive files or JPEG images in a single click. Then click Start! and DownThemAll will grab all your files at high speed. (It splits files into multiple sections, then downloads these in parallel for an extra performance boost.)
The program provides full control over the download process. So if you find DownThemAll is using too much bandwidth, say, then you can pause your downloads while you do something else, and resume them later. And you're able to rearrange your queued files into your desired order, so the most important will arrive first.
There's also a useful option to automatically rename downloaded files. The program allows you to add tags that will define a file's destination folder and file name, according to details like the website URL, link description, date and time of download, and more.
And if you don't like any of this, the good news is that just about every element of DownThemAll's operations can be tweaked in its detailed Preferences dialog. The maximum number of downloads, retry policy, how to be alerted when a download is complete, link filters, privacy settings, interface options and more are all available for speedy customisation, allowing you to set up the program to run exactly as you need.