If the connection is slow, try GNU wget. (manual).
It can be obtained from the web, if not available.

A file selection can be made by filling in the wildcard after the -A option.
To get all fitsfiles of EX009 copy next line to your commandwindow:

wget -t45 -l1 -r -nd http://archive.jive.nl/exp/EX009_200915/fits -A "ex009*"

The checksum file can be used to verify the checksum of all datafiles using:
md5sum -c ex009.checksum (on unix systems).