from the wget manual
Recursive Retrieval Options
Turn on recursive retrieving.
This is what you would have seen on screen if you
had followed my instructions. Sorry, I was trying to
teach you TWO things at a time:
a) how to retrieve data recursively
b) how to find out about that kind of thing by yourself
Was a bit too much, I guess.
And for the spoon-feeding:
wget -r ftp://ftp.mysite.com/