Oh, so its an ftp server. Yeah, try downloading a FTP client, but if for some reason you dont want to, Windows Explorer has a built-in ftp explorer so if you copy the address of the page from where you want to download that into the Windows Explorer address textbox you should be able to view the server content as if it was a folder in your harddrive.
edit: Im pretty sure there's a Firefox addon that turns it into an FTP client.