Johnny, log in and click on the Library link. Then click on the library you want to download (you may have to wait...and wait...just be patient till the page loads fully). When all your images are displayed, there will be a list of options on the right side. Click on the Actions button and then click on Download Album.
Once you convince them you're not a robot, you can click on the Download button. It may take a while before it's ready - the site puts your images in a Zip file. When the file is ready, click on Download again and you will be given the option to save it. Just pick a destination and download the file.
Good luck!