What about using wget and backticks? eg:

my @files=("http://domain.com/file1","http://domain.com/file2","http:/
+/domain.com/file3");
foreach my $filename(@files)
{
   `wget $filename`;
}
[download]

Depending, of course, on how you get the filenames. Or, how about this:

use LWP::Simple;
my @files=("file1.gz","file2.gz","file3.gz");
my $domain="http://domain.com";
foreach my $file(@files)
{
       my $url=$domain.$file
       getstore($url, $file) or print "failed to get $url\n";
}
[download]