title: Download all the links(related documents) on a webpage using Python
body: <p>I have to download a lot of documents from a webpage. They are wmv files, PDF, BMP etc. Of course, all of them have links to them. So each time, I have to RMC a file, select 'Save Link As' Then save then as type All Files. Is it possible to do this in Python? I search the SO DB and folks have answered question of how to get the links from the webpage. I want to download the actual files. Thanks in advance. (This is not a HW question :)).</p>