If they can be downloaded, then there is no problem. You definitely won't get better quality by recording from sound card.
But you may use special software to simplify downloading process.
First of all you may try a
download manager. The most popular ones even if they're free allow you to click "Download All" and select files from the web-page with .MP3 extension.
Second of all you may try offline browsers like
Offline Explorer Pro. Not only can Offline Explorer PRO record complete web-sites or directories, but also you may use URL macros to download multiple files. What is macros? The following macros of Offline Explorer PRO
Quote:
http://www.srv.com/dir/file{:5..127}.mp3
|
allows to download the following files: