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 RN001A copy next line to your commandwindow:

wget -t45 -l1 -r -nd http://archive.jive.nl/exp/RN001A_200513/fits -A "rn001a*"

The checksum file can be used to verify the checksum of all datafiles using:
md5sum -c rn001a.checksum (on unix systems).