You can already download multiple files from HFS... Click a link, choose save as. Click another, choose save as.....and so on, and so on....until your browser chokes.
Okay....you must have only read the last line.....
By multiple files, I mean multiple files zipped by the host into one.
Go back and re-read, you'll get it.
The suggestion above gives you the ability to set up a queue so that you don't have to "Save As..." for every file you download. Mark several, tell the server to zip 'em and download the zip. Quick, easy, and takes the same amount of bandwidth no matter what (actually less, since the files would now be compressed, whereas otherwise they may not have been).
And wow... the explanation of upstream vs. downstream...
In otherwords, they would experience slow download speeds from your server.
If they download multiple files, they'll get them in the same amount of time as they would if they downloaded them one by one. Your upstream speed does not slow down when uploading multiple files. Their total downstream from you would remain the same, minus overhead. The zip suggestion would actually remove some of that overhead.