KrazyJay, about automating the downloading process - sure, it is possible! Probably in many different ways.
If I had to do this, I would probably use some scripting language (in this case Python since I just use it for everything) and add shortcut to the resulting script to "after startup" folder in start menu. Or something similar. Python is nice in one aspect - "battery included" philosophy, it comes with a full suite of libraries for all crazy kids of tasks, so you wouldn't have to hunt them on the net one by one.
Or just the same with VBscript - Internet explorer is (or used to be) just a mashup of activex libs and controls, so you could easily use some of it for downloading the stuff, and the rest - well, I don't know what all is in windows by default, but starting with xp it can open zip archives, so unpacking with some always present activex object is probably possible, too.
Or if you wanted to do it the linux way (on windows, no problem), you could use a combination of cat, wget, grep and some other nifty utilities. Just mash up some comands into batch file and repeat as with script. These programs are available from gnuwin32, so this is also an open possibility.
Dunno. Your call

In most cases, you would have to download a lot of stuff before you can even start.
(Just let me remark that both python and gnuwin32 packages are quite useful, if you can really
use them.)