Wget it.

the Programming Historian has a beginner tutorial and an advanced tutorial
an extraordinarily useful piece of software
follow installation instructions from the beginner tutorial for your OS

A simple use case:

wget http://activehistory.ca/papers

study your target carefully for folder structures: understand its conventions!

Is wget always the best option?

compare with here
How would you go about grabbing data from that source?

what you see:

if you do the simple use case:

Saving to: `index.html.1'

[] 37,668 --.-K/s in 0.1s

2012-05-15 15:50:26 (374 KB/s) - `index.html.1' saved [37668]

options

wget [options] [url]

-r

default depth is 5 links (think of that as 'five degrees of separation')

more options

--no-parent

won't leave the http://activehistory.ca/papers/
double dash = a full-text command; you could abbreviate with -np

understanding parents

leaving the nest

-l 2

ie, 'links' 2, or two webpages beyond.

but don't be mean

-w

--limit-rate=20k

or wait a moment before pinging with commands; 2 seconds is fair
and don't use up their bandwidth