Ok.. this is a life save for most of the webmasters. Take the scenario when you have to move from one server from other. This work only if you are on a dedicated or vps server. You need wget to do this job.
Issue this command after logging into your server
$wget -m –user=’your-ftp-user-name’ –password=’you-ftp-password’ ftp://your-host/directory-to-download