[octagonal]

mkdir lockpick_guide; cd lockpick_guide

curl "http://www.blurofinsanity.com/mit/chapter[0-9].html" -O http://www.blurofinsanity.com/mit/lockpick.html -O http://www.blurofinsanity.com/mit/appendix.html -O

for i in $(cat * | grep -P "\w+-\w+\.gif" -o | uniq); do curl http://www.blurofinsanity.com/mit/$i -O done

`which python2` -m SimpleHTTPServer

Edit: apparently wget has a magical flag that allows you to download all resources on an HTML page as well. Consider this solution inferior to Ellipsis753's and jamiis's. However, I will leave my reply up since this method is applicable to a lot of other situations as well.