Download them with the FTP client in a command window:
>ftp localhost
Connected to localhost.
...
ftp> dir
200 PORT command successful.
150 Opening ASCII mode data connection for /bin/ls.
11:05PM 5537 ftp.html
03:43PM 5082 index.html
08:39PM 1174 reference.html
226 Transfer complete.
ftp: 155 bytes received in 0.00Seconds 155000.00Kbytes/sec.
ftp> mget *.*
200 Type set to A.
mget ftp.html? y
200 PORT command successful.
150 Opening ASCII mode data connection for ftp.html(5537 bytes).
226 Transfer complete.
ftp: 5537 bytes received in 0.01Seconds 553.70Kbytes/sec.
mget index.html? y
200 PORT command successful.
150 Opening ASCII mode data connection for index.html(5082 bytes).
226 Transfer complete.
ftp: 5082 bytes received in 0.01Seconds 508.20Kbytes/sec.
mget reference.html? y
200 PORT command successful.
150 Opening ASCII mode data connection for reference.html(1174 bytes).
226 Transfer complete.
ftp: 1174 bytes received in 0.00Seconds 1174000.00Kbytes/sec.
ftp> quit
221
Cool, downloading files are easy. The "mget" command allows you to get multiple files with one command.