Is it possible to download nature as a magazine?
Scientific American is a very different type of journal, in fact it more a "magazine" than a peer-reviewed academic journal like Nature.

Nature (and almost all other paid-subscription academic journals) does not want people downloading large numbers of articles at a time, even if they are doing it legally (with a paid subscription, such as yourself). This is because people who download so many articles at a time, are usually trying to do it for some reason that goes against the goals of the company printing the journal (in this case Nature Publishing Group). For example, people who download 100s of academic journal articles in one day, might be trying to create a repository of articles online for free access somewhere else on the internet or on PirateBay, or to sell the articles for $3 each instead of the $30 that nature usually charges.

On this question you have put a bounty containing the message:


  I really need to find a way to download it


Which begs the question: Why is it that you need to download an entire issue of a journal all at once? I do not know anyone that has such a wide breadth of scientific knowledge, that they can understand every article in one issue of Nature. I think the reason why 8 months have passed without any answer to this question, is that Nature also does not see any good reason why someone would want to do this, that would not go against the goals of the company, which are to make a profit.

If you are not planning to do anything illegal, the best solution for you is probably to use an automation software such as AutoIT (if using Windows), or to use command-line tools like curl or wget (if using Linux), and then combine the PDFs by dragging and dropping them into a PDF merging software like the one offered with Small PDF.