Downloading multiple files from a site with single request?

Interesting Scenario:
User clicks on check boxes indicating which files they want to download from a site, then clicks a "Download" button. Is there a way (other than ZIPPING them) to download each file individually to the directory they specify?
We have a reason for wanting individual files, instead of one lumped ZIP.
We use Java for our appserver and JSPs for our pages.

User clicks on check boxes indicating which files
they want to download from a site, then clicks a
"Download" button. Is there a way (other than
ZIPPING them) to download each file individually to
the directory they specify?I would think the answer is "no", since HTTP is request, response (1 response) and don't know how you'd get that one response to be "here are 2 files for the user to save to one directory".

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Downloading multiple files from a site with single request?

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