then here's a trick to download it with a single line command using wget

[~]# wget -r -l4 ---no-parent -A.mp3 http://mp3site.com/directory/

it will find and download all files ended with .mp3 format. oh ya, in case is there any problem with your connection and you want to re-continue this, please insert -nc the command line

[~]# wget -r -l4 ---no-parent -A.mp3 -nc http://mp3site.com/directory/

so that it will skip existing/downloaded files.

example:

tips : google for "index of /mp3/"