As what Marie-Claire Rivière had said, you can click the 'Click here to Download ALL Audio Tracks.' link.
You still have to download the full audio tracks one by one (lesson by lesson).
Since you want to "download all of the audio files at once", I recommend you this! :)
IF YOU'RE USING FIREFOX,
Try to install the add-on DownThemAll. Right-click on the download page, and you should see an option to DOWNLOAD ALL THE ELEMENTS on the page! Choose all the links with "http://members.rocketlanguages.com/Members/download.php?f=XXXXX"
IF YOU'RE NOT USING FIREFOX,
Try Orbit Downloader? The same thing with Orbit Downloader, right-click on the page and choose 'Download all by Orbit'.
Of course, these are suggestions. I myself hate to install additional software on my computer, so it's OK if you opt for ANOTHER method :)