Here is how you download all files from a directory using wget with automatic resume of partially downloaded files (in case your connection gets cut off)
wget -r -c --no-parent http://www.whateveraddress.com/downloads
Keep in mind this will only download files that it can read from that location. If you need to wget a bunch of files from a directory you have SSH or FTP access to you first have to do the following inside that directory:
vi .htaccess
and paste in the following and save.
Options +Indexes
Now that directory should show all the files in it via a browser.