Fortunately Konqueror has this cool embedded konsole window, so if all link addresses follow a special schema, you can do some magic with 'for i in 1 2 3 4 5; do wget http://host/doc$i.pdf; done'.
However not all professors name their documents by a special schema... so back to the 'Save link as...' solution? Not anymore! :)
I've written a plugin for Konqueror in KDE4, which allows you to select a couple of links on a website, choose a menu entry from the menu bar, selecting a destination folder and all links, independent of their names, will be downloaded. As pictures say more than 1000 words, here are the obligatory screenshots:
1) Select the links and choose 'Download selected Links...' from 'Tools' menu
2) Select the target directory
3) The download dialog will show the progress of the download
If anyone is interested in this plugin, I would commit it to extragear/base during the next days.
