download managers

[FS]

Say you've got a webpage with a series of links to movie files, ie:

movie1.mpg
movie2.mpg
movie3.mpg
movie4.mpg
movie5.mpg
etc.

And you want to download them all while not having to stay on your computer - just by clicking all of the links and having some program download the first link, then the next, and so on.

And you most definitely don't want to end up with Gator or other crap that comes with this download manager. What would be a good program to get?