To install a favelet, go to Shaun's page, grab the link, and drag it into your toolbar. Or right-click the link and save as a bookmark.
2. Down Them All
This is a Firefox extension, to help download multiple files or images within a page. I use it a lot when I want to save images from yaoi_daily or lists of zip files.
Be a courteous downloader and don't download multiple files simultaneously. I have the prefs in Down Them All set to download one file at a time.
Other FF extensions I can't live without: Adblock and Web Developer.