Installing a download manager will help you get the files you need more quickly, as well as automatically resuming any broken downloads that have failed part way through. But if the program isn't properly integrated with Firefox then downloading multiple files will still be a hassle, as you laboriously do the right-click, File > Save As thing, over, and over, and over again.
Install the Firefox add-on FlashGot, though, and it works with your existing download manager (there's support for BitComet, FlashGet, Free Download Manager GetRight, Orbit - more than 30 in total) to make life very much simpler.
Just select the links you need, text or images, press Ctrl+F2, and FlashGot will ask your download manager to grab the files. Pressing Ctrl+F3 sets your PC to work downloading every link on the current page, and Ctrl+F6 will repeat that on every tab in the current window. You'll have the files you need just as fast as your internet connection can download them.
More advanced functions will try to download complete media collections all at once, even if they're spread across multiple pages. Streaming media support detects the URLs of video or audio clips, making it easy to download movies from sites like YouTube. And there are plenty of configuration and menu options to ensure FlashGot always works just the way you'd like.