At Last is a free desktop application for last.fm music service, helping you to download free tracks without actually clicking on every track and album, than sorting it in folders, etc. Easy to use, just copy artist / album link (URL) into the text-field and press 'download' button.
This freeware is provided 'as is', there are several bugs (there are always, huh). But hey! It is better than nothing, you know. Found a bug? Let me know!