I haven't done much with LWP but I imagine that you could
have a perl script that used LWP to navigate links to get the
URL's and then do a system( netscape, $url ) ...

psuedo code:

...
for ( how ever long ) {
     @links = getlinks( $theWebPage );

     foreach $link (@link) {
         system( netscape, $link );
     }
}
...
[download]

I dunno just a guess.