You can download all the files from your order with one click if you have a free Dropbox account. From the order download page, just click the Save to Dropbox button
A window will pop up allowing you to either sign in or create a free Dropbox account.
Once signed in, you'll be asked to choose a location. Once you have the location you want, just click Save.
You can then move the zip file from Dropbox to your computer either one at a time or select multiple files and click Download to get them to download together in one zip file.