wget is your friend here and it works on windows, mac and linux.
wget -r -np -k http://yourtarget.com/even/path/down/if/you/need/it/
-r is recursive
-np (do not follow links to parent directories)
-k to make links in downloaded HTML or CSS point to local files
Other useful options:
-nd (no directories): download all files to the current directory
-e robots.off: ignore robots.txt files, do not download robots.txt files
-A png,jpg: accept only files with the extensions png or jpg
-m (mirror): -r --timestamping --level inf --no-remove-listing
