Or… more stupid wget tricks.
Say you have a url where a bunch of .mp3 files live, http://www.example.com/media/audio, and you want to download all the .mp3 files in there. Try this:
Basically it says, recursively (-r) go out to the url specified and go only 1 level down (-l1), do not link up to any parent (-np), grab only files of type mp3 (-A.mp3), save everything to the same directory (-nd, don’t create a directory hierarchy patterned after the source), and ignore robots.txt (-erobots=off).
A good article that helped me with this was Jeffrey Veen’s MP3 Blogs and wget, which I highly recommend.