Are you a Heroes fan? One that's not afraid to run a powershell script? And
someone who reads my blog?  If you're still reading, then today's your
lucky day!  Here's a snippet I used to download the supplementary heroes
comics.  Clicking hyperlinks with a mouse is for chumps! I didn't
bother to figure out how to auto-detect the number of available novels, so you
just gotta change the $number variable yerself. 

$numbers = 1..31 #check out http://www.nbc.com/Heroes/novels/novels_library.shtml to see how many are online

$downloadFolder = "c:\Download\HeroesNovels" ;

$downloadFolder | %{ if (!(test-path $_)) { md $_ | out-null } } ;

$webclient = new-object System.Net.WebClient ;
$numbers = $numbers | %{ $_.ToString().PadLeft(3, "0") } |
    where { (!(test-path "$downloadFolder\Heroes_novel_$_.pdf"))
}

if ($numbers) { #FYI: same as saying ($numbers -ne $null)
    $i=0;
    $numbers | %{
        $i++;
        write-progress "Downloading" "Heroes" -percent ($i / $numbers.count * 100) ;
        $webclient.DownloadFile("http://www.nbc.com/Heroes/novels/downloads/Heroes_novel_$_.pdf", "$downloadFolder\Heroes_novel_$_.pdf") ;
    } ;
    Write-Progress "Downloading" "Heroes" -completed
}