or also
use this extension - you can add .swf/mov etc to it
""DownThemAll!
http://downthemall.mozdev.org/
(or just DtA) is a powerful yet easy-to-use Mozilla Firefox extension that adds new advanced downloading capabilities to your browser.
DtA lets you download in just one click all the links or images contained in a webpage; to refine your preferences you can use fully customizable filters, and select just the kind of files you really want to download.
Get all the stuff contained in a web page without losing your precious time!""
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