Download all linked files at once from a website in Safari
I have found this software for my own use just now and then I remembered your question. That's what I have found, perhaps that can help you :

Folx

Folx is a free download manager for Mac OS X with a true Mac-style interface. 
It offers convenient downloads managing, flexible settings, etc. 
Folx has a unique system of sorting and keeping the downloaded content.





iGetter


  Site Explorer allows exploration of the entire web or FTP sites, so
  you can easily find and download files you're interested in. To
  explore a HTTP, HTTPS or FTP site select the Site Explorer group item
  and choose the contextual menu function "Enter Site URL" to set a site
  URL. When you reach the file that you want to download double click on
  it or choose the contextual menu function "Add to queue" and it will
  appear in the queue for download. If you want to cancel the processing
  just push the "Pause" button on the Toolbar. Site Explorer analyzes
  HTML pages for all available links even looking in the JavaScript
  functions, so it will show a complete list of web page contents.







And I've found the following, when I was searching about your question:

How can I download all MP3 files from a web site?

SiteSucker is a great (free) application! It will allow you to download folders from a site. So, just enter in your URL and click "Download"




  SiteSucker is a Macintosh application that automatically downloads Web sites from the Internet. It does this by asynchronously copying the site's Web pages, images, backgrounds, movies, and other files to your local hard drive, duplicating the site's directory structure. Just enter a URL (Uniform Resource Locator), press return, and SiteSucker can download an entire Web site.