Workaround:
Create a folder on your disk to download to (evtl. same name as folder you want to DL);
use Opera (fastest browser on earth, free now) and open the folder you want to download completely);
Press CTRL+J and highlight (all) the files you want to DL; rightclick your selection and chose save target as; select the folder you want to download to and go (Only one file is indicated, but all highlighted files will download).
Original tip from Rejetto! :^:
PS
But most servers will kick you if you do a simultaneous DL of many files.
Therefore there is this feature called "maximum contemporareous/simultaneous downloads".