This is the extension power downloaders simply can't live without. DownThemAll by Federico Parodi and Stefano Verna scrapes whatever page you're on for downloadable files like images and audio files. The add-on's pop-up interface lets you select and de-select the files you want to download. Then just hit the "Start!" button and DTA dumps your chosen files into a local directory. Use file extension filters or the "OneClick" option for faster downloads. An absolute must for MP3 blogs.
Download it from Mozilla.org.