From Ralph Brooks:
Photo Album Downloader for Yahoo lets you download complete file directories and photo albums either from a single Yahoo-Group or from all of your Yahoo-Groups in one go! The program remembers the files you already have downloaded. So you can restart to download whenever you want, and the program can look for new files. The program creates subdirectories for each Group and for each Album/Directory and lets you specify what file types you want to download and to exclude.
