on the left bottom of the page you will find HTTP, click it to see the entire folder containing all files. To download this kind of massive and numerous files it's better to use software such as FlashGet that could be found here.
This software let's you choose which files to download (specifying the formats of the files).
Further to say,
In case you find some missings files in the above links, then refer to this list:
(keep in mind that this islamic web-site looses their bandwidth limit per any downloads).
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