wget, screen

• How to download all (specific) files from a remote server?

wget -r -l1 -nH ftp://usename:pass@ftp.domain.name/folder/ -P mydownload

-r recursive 

-lNUMBER maxima recursion depth for downloading, e.g -l1 is for current folder

-nH  --no-host-directories       don't create host directories.

-P,  --directory-prefix=PREFIX   save files to PREFIX/...

Or, you can use -m (mirror, shortcut for -N -r -l inf --no-remove-listing) -nH to download all

You can also use -A to specify the file extension you want to include, e.g. -A jpg is to download all jpg files.

Good reference for wget:
http://www.linuxquestions.org/questions/linux-networking-3/use-wget-to-download-multiple-files-with-wildcards-603486/
and might be useful:
http://www.linuxquestions.org/questions/red-hat-31/i-want-to-download-ftp-site-files-via-wget-and-socks5-proxy-server-247167/

• How to use screen to manage multiple session?

type "screen" or "Ctrl-a, c" to create a new window

Ctrl-a, n   next window

Ctrl-a, p   previous window

Ctrl-a, k   kill window

Ctrl-a, ?   help

Very good tutorial for the screen command: http://www.rackaid.com/resources/linux-screen-tutorial-and-how-to/