Writing a script to download data from web page?

HELP! I need to get the monthly rainfall totals, the monthly mean max temp, and monthly mean min temp maps for all of Australia for as far back as they go. In order to do this currently, I am faced with downloading over 3000 files manually. Not fun at all. I need some program that would allow me to repeatedly download successive files. I do not know enough about programming and can't do this on my own. The steps I would do manually based on changing the file name are: 1) open up http://www.bom.gov.au/web03/ncc/www/awap/temperature/maxave/month/grid/0.05/history/nat/2010060120100630.grid.Z in browser, 2) press down arrow to get it to "save file", 3) press enter, then 4) replace the last part of the file name with the next appropriate date (i.e /2010050120100531.grid.Z) and repeat the steps. I know there has to be a better way than me manually doing it. Thank you in advance for helping to save me from endless monotony.