I don't regularly use FTP, but you may try to use wildcards when obtaining the files.
$ ftp site.domain.com (your site here)
la-de-da... (login information)
> get *
Here's how wildcards work:
* means any character, any number of characters. Anything, basically.
* = any file - can be used to download ALL files.
*.html = any file with the HTML extension
cat* = any file that begins with "cat" and has any character(s) after it.
? means ONE character, whatever it may be.
??? = any three-character-long file.
lib??????.so = any file that begins with "lib", followed by six characters of any kind, and ends in ".so"
These are the two that I can think of off the top of my head but I'm sure they're others!
Let us know how you get on!