Abigail-II gave a good advice to use the WWW::Mechanize module from CPAN. WWW::Mechanize does allow downloading/saving of a file easily (as with LWP::UserAgent).

The WWW::Mechanize module was derived from the LWP::UserAgent module, which has a mirror function to save/download a file:

$ua->mirror( $url, $filename )
[download]

If you go to the examples of the WWW::Mechanize module, you will find an example program from merlyn that 'walks' a site and 'suck down' all the images, which would apply to files in this case.